-63.7%
MTZ vs REPL
+562.9%
-626.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -5.4% |
| 7D | -10.6% | +15.1% | -25.7% | -9.8% |
| 30D | -30.4% | +51.1% | -81.5% | -28.4% |
| 3M | -40.4% | +69.2% | -109.6% | -38.0% |
| 6M | -63.7% | +597.6% | -661.2% | -58.1% |
| All | -63.7% | +562.9% | -626.6% | -58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling