+95.0%
MTZ vs REPL
-35.0%
+130.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.3% |
| 7D | +5.0% | +1.2% | +3.7% | +5.0% |
| 30D | -6.0% | +92.2% | -98.2% | -6.4% |
| 3M | -36.1% | +44.1% | -80.2% | -36.3% |
| 6M | -56.9% | +313.0% | -369.9% | -57.8% |
| YTD | -15.9% | +125.2% | -141.1% | -17.9% |
| 1Y | -3.8% | +143.8% | -147.6% | -6.5% |
| 3Y | +272.3% | +104.2% | +168.1% | +218.0% |
| All | +95.0% | -35.0% | +130.0% | +103.5% |
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