+89.9%
MTZ vs REPL
-29.4%
+119.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.6% | -8.9% | -4.4% |
| 7D | -8.7% | +12.7% | -21.4% | -8.8% |
| 30D | -15.0% | +73.5% | -88.4% | -15.3% |
| 3M | -32.6% | +70.3% | -102.9% | -32.8% |
| 6M | -56.3% | +472.0% | -528.3% | -57.8% |
| YTD | -16.8% | +139.5% | -156.3% | -18.8% |
| 1Y | -10.0% | +167.3% | -177.3% | -12.7% |
| 3Y | +267.1% | +109.5% | +157.6% | +214.9% |
| 5Y | +89.9% | -29.9% | +119.8% | +100.1% |
| All | +89.9% | -29.4% | +119.3% | +100.1% |
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