+157.9%
MTZ vs RF
+89.8%
+68.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -2.3% |
| 30D | -11.1% | -3.6% | -7.5% | -9.5% |
| 3M | -36.7% | +8.1% | -44.8% | -39.6% |
| 6M | -21.9% | +11.5% | -33.4% | -26.8% |
| YTD | +9.1% | +15.6% | -6.5% | -0.3% |
| 1Y | +30.0% | +15.7% | +14.3% | +18.5% |
| 3Y | +138.5% | +86.9% | +51.6% | +66.2% |
| All | +157.9% | +89.8% | +68.1% | +65.8% |
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