-17.3%
MTZ vs POET
+36.2%
-53.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.1% | +3.2% |
| 7D | +3.6% | +17.0% | -13.5% | +1.7% |
| 30D | -9.6% | -6.7% | -2.9% | -9.0% |
| 3M | -31.9% | -32.3% | +0.4% | -31.0% |
| All | -17.3% | +36.2% | -53.6% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling