-40.4%
MTZ vs REPL
+67.4%
-107.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -5.0% |
| 7D | -10.6% | +15.1% | -25.7% | -11.0% |
| 30D | -30.4% | +51.1% | -81.5% | -31.3% |
| 3M | -40.4% | +69.2% | -109.6% | -39.2% |
| All | -40.4% | +67.4% | -107.8% | -39.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling