+74.8%
MTZ vs REPL
-35.6%
+110.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +8.0% | +1.5% | +9.5% |
| 7D | -6.4% | +22.8% | -29.2% | -6.5% |
| 30D | -22.1% | +63.8% | -85.8% | -22.3% |
| 3M | -32.7% | +68.1% | -100.8% | -32.9% |
| 6M | -59.8% | +528.5% | -588.3% | -61.4% |
| YTD | -19.9% | +122.4% | -142.3% | -21.8% |
| 1Y | -11.5% | +154.4% | -165.8% | -14.1% |
| 3Y | +258.1% | +68.0% | +190.1% | +212.5% |
| All | +74.8% | -35.6% | +110.4% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling