+30.0%
MTZ vs POET
+56.2%
-26.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +1.1% |
| 7D | -1.6% | +5.6% | -7.2% | -2.3% |
| 30D | -11.1% | -2.1% | -9.0% | -10.9% |
| 3M | -36.7% | -48.8% | +12.1% | -33.5% |
| 6M | -21.9% | +15.8% | -37.7% | -29.5% |
| YTD | +9.1% | +25.1% | -16.0% | -3.8% |
| 1Y | +30.0% | +50.6% | -20.6% | +17.2% |
| All | +30.0% | +56.2% | -26.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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