-11.5%
MTZ vs PL
-3.5%
-7.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.4% | -0.8% | +7.6% |
| 7D | -6.4% | -6.8% | +0.4% | -5.2% |
| 30D | -22.1% | -29.3% | +7.2% | -17.4% |
| 3M | -32.7% | -44.8% | +12.1% | -25.8% |
| 6M | -59.8% | -68.4% | +8.6% | -53.0% |
| YTD | -19.9% | -36.4% | +16.5% | -15.2% |
| 1Y | -11.5% | +0.7% | -12.2% | -12.5% |
| All | -11.5% | -3.5% | -7.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling