+166.4%
MTZ vs POET
+122.2%
+44.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.9% |
| 7D | +2.3% | +9.7% | -7.5% | +1.5% |
| 30D | -10.3% | -6.5% | -3.7% | -9.8% |
| 3M | -31.8% | -25.7% | -6.1% | -30.6% |
| 6M | -19.2% | +19.6% | -38.8% | -23.6% |
| YTD | +10.7% | +26.4% | -15.7% | +3.8% |
| 1Y | +37.5% | +50.1% | -12.6% | +26.6% |
| All | +166.4% | +122.2% | +44.2% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling