+362.4%
MTZ vs REPL
-6.0%
+368.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | -11.1% | +27.1% | -38.2% | -11.8% |
| 3M | -36.7% | +52.4% | -89.1% | -38.1% |
| 6M | -21.9% | +107.4% | -129.4% | -28.6% |
| YTD | +9.1% | +54.7% | -45.6% | +1.5% |
| 1Y | +30.0% | +158.9% | -128.9% | +13.1% |
| 3Y | +138.5% | -23.7% | +162.2% | +98.9% |
| 5Y | +158.3% | -54.3% | +212.7% | +120.7% |
| All | +362.4% | -6.0% | +368.4% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling