+2,185.6%
MTZ vs RF
+1,462.6%
+723.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.5% | -16.9% | -15.9% |
| 7D | -7.4% | +2.3% | -9.7% | -8.2% |
| 30D | -23.6% | +7.2% | -30.8% | -25.5% |
| 3M | -38.3% | -8.2% | -30.1% | -36.8% |
| 6M | -60.6% | +7.0% | -67.6% | -61.7% |
| YTD | -22.9% | +10.3% | -33.2% | -26.0% |
| 1Y | -14.3% | +25.1% | -39.3% | -21.0% |
| 3Y | +225.0% | +110.3% | +114.6% | +153.2% |
| 5Y | +87.2% | +47.1% | +40.1% | +60.7% |
| 10Y | +470.1% | +297.9% | +172.2% | +267.4% |
| All | +2,185.6% | +1,462.6% | +723.0% | +619.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling