+260.8%
MTZ vs REPL
+37.4%
+223.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +16.5% | +9.8% | +6.7% | +16.1% |
| 30D | -10.2% | +81.5% | -91.7% | -11.8% |
| 3M | -34.2% | +44.2% | -78.4% | -35.0% |
| 6M | -56.0% | +437.4% | -493.4% | -60.0% |
| YTD | -14.8% | +126.1% | -141.0% | -21.8% |
| 1Y | -7.2% | +143.1% | -150.4% | -15.2% |
| 3Y | +275.8% | +97.8% | +177.9% | +189.6% |
| 5Y | +93.5% | -34.3% | +127.8% | +63.8% |
| All | +260.8% | +37.4% | +223.4% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling