-11.5%
MTZ vs REPL
+152.6%
-164.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +8.0% | +1.5% | +9.9% |
| 7D | -6.4% | +22.8% | -29.2% | -5.6% |
| 30D | -22.1% | +63.8% | -85.8% | -20.3% |
| 3M | -32.7% | +68.1% | -100.8% | -30.9% |
| 6M | -59.8% | +528.5% | -588.3% | -55.7% |
| YTD | -19.9% | +122.4% | -142.3% | -12.4% |
| 1Y | -11.5% | +154.4% | -165.8% | -5.9% |
| All | -11.5% | +152.6% | -164.0% | -5.9% |
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