+3,134.4%
MTZ vs RF
+1,537.4%
+1,597.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -2.0% |
| 30D | -11.1% | -3.6% | -7.5% | -10.0% |
| 3M | -36.7% | +8.1% | -44.8% | -38.5% |
| 6M | -21.9% | +11.5% | -33.4% | -24.9% |
| YTD | +9.1% | +15.6% | -6.5% | +3.4% |
| 1Y | +30.0% | +15.7% | +14.3% | +23.1% |
| 3Y | +138.5% | +86.9% | +51.6% | +93.1% |
| 5Y | +158.3% | +89.8% | +68.5% | +105.4% |
| 10Y | +700.8% | +344.7% | +356.1% | +401.1% |
| All | +3,134.4% | +1,537.4% | +1,597.0% | +905.4% |
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