-7.2%
MTZ vs REPL
+142.3%
-149.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.1% |
| 7D | +16.5% | +9.8% | +6.7% | +16.9% |
| 30D | -10.2% | +81.5% | -91.7% | -7.7% |
| 3M | -34.2% | +44.2% | -78.4% | -33.0% |
| 6M | -56.0% | +437.4% | -493.4% | -51.3% |
| YTD | -14.8% | +126.1% | -141.0% | -5.9% |
| 1Y | -7.2% | +143.1% | -150.4% | +1.3% |
| All | -7.2% | +142.3% | -149.6% | +1.3% |
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