-7.2%
MTZ vs RF
+18.0%
-25.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +16.5% | +0.4% | +16.1% | +16.4% |
| 30D | -10.2% | +5.6% | -15.8% | -11.1% |
| 3M | -34.2% | -8.9% | -25.3% | -32.8% |
| 6M | -56.0% | +7.1% | -63.0% | -57.4% |
| YTD | -14.8% | +8.3% | -23.2% | -21.6% |
| 1Y | -7.2% | +16.8% | -24.1% | -17.7% |
| All | -7.2% | +18.0% | -25.3% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling