-60.6%
MTZ vs PL
-65.8%
+5.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -6.4% | -9.0% | -13.6% |
| 7D | -7.4% | -11.7% | +4.3% | -4.2% |
| 30D | -23.6% | -27.1% | +3.5% | -17.1% |
| 3M | -38.3% | -44.6% | +6.3% | -27.7% |
| 6M | -60.6% | -67.2% | +6.6% | -51.5% |
| All | -60.6% | -65.8% | +5.2% | -51.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling