-14.3%
MTZ vs REPL
+125.1%
-139.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.2% | -15.6% | -15.4% |
| 7D | -7.4% | +28.8% | -36.2% | -6.3% |
| 30D | -23.6% | +57.3% | -80.9% | -21.9% |
| 3M | -38.3% | +73.6% | -111.9% | -36.5% |
| 6M | -60.6% | +582.8% | -643.4% | -56.7% |
| YTD | -22.9% | +112.9% | -135.8% | -16.0% |
| 1Y | -14.3% | +130.7% | -144.9% | -7.8% |
| All | -14.3% | +125.1% | -139.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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