+30.0%
MTZ vs RUN
-46.2%
+76.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.2% |
| 7D | -1.6% | +1.3% | -2.8% | -1.8% |
| 30D | -11.1% | -15.3% | +4.2% | -9.1% |
| 3M | -36.7% | -40.0% | +3.3% | -32.8% |
| 6M | -21.9% | -27.0% | +5.0% | -18.6% |
| YTD | +9.1% | -51.7% | +60.8% | +13.4% |
| 1Y | +30.0% | -45.9% | +75.9% | +34.2% |
| All | +30.0% | -46.2% | +76.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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