+268.5%
MTZ vs REPL
+39.1%
+229.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.6% | +8.5% |
| 7D | -2.4% | +14.2% | -16.6% | -2.8% |
| 30D | -11.1% | +65.9% | -77.0% | -12.5% |
| 3M | -30.6% | +84.6% | -115.2% | -31.9% |
| 6M | -54.4% | +446.9% | -501.3% | -58.6% |
| YTD | -13.0% | +129.0% | -142.0% | -20.1% |
| 1Y | -5.7% | +167.9% | -173.6% | -14.3% |
| 3Y | +297.2% | +93.9% | +203.3% | +207.3% |
| 5Y | +95.9% | -33.0% | +128.9% | +65.7% |
| All | +268.5% | +39.1% | +229.4% | +152.7% |
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