+501.4%
MTZ vs RF
+279.4%
+222.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.7% |
| 7D | -6.4% | -0.9% | -5.5% | -6.1% |
| 30D | -22.1% | +6.0% | -28.1% | -25.1% |
| 3M | -32.7% | -8.9% | -23.8% | -29.2% |
| 6M | -59.8% | +2.3% | -62.2% | -61.0% |
| YTD | -19.9% | +7.6% | -27.5% | -25.2% |
| 1Y | -11.5% | +21.2% | -32.6% | -23.2% |
| 3Y | +258.1% | +108.5% | +149.6% | +117.0% |
| 5Y | +85.5% | +43.2% | +42.3% | +34.9% |
| All | +501.4% | +279.4% | +222.0% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling