+89.9%
MTZ vs RF
+45.3%
+44.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -8.7% | +0.3% | -9.1% | -8.9% |
| 30D | -15.0% | +6.2% | -21.1% | -17.6% |
| 3M | -32.6% | -7.8% | -24.7% | -30.0% |
| 6M | -56.3% | +5.9% | -62.3% | -58.2% |
| YTD | -16.8% | +9.0% | -25.8% | -22.0% |
| 1Y | -10.0% | +19.3% | -29.3% | -19.6% |
| 3Y | +267.1% | +116.4% | +150.7% | +139.0% |
| 5Y | +89.9% | +46.0% | +43.8% | +45.9% |
| All | +89.9% | +45.3% | +44.5% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling