+272.3%
MTZ vs RUN
-7.3%
+279.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | +5.0% | -13.5% | +18.5% | +6.8% |
| 30D | -6.0% | +18.3% | -24.3% | -8.4% |
| 3M | -36.1% | -12.5% | -23.6% | -35.4% |
| 6M | -56.9% | -40.3% | -16.6% | -54.6% |
| YTD | -15.9% | -53.1% | +37.2% | -11.1% |
| 1Y | -3.8% | -54.3% | +50.4% | +1.8% |
| 3Y | +272.3% | -6.5% | +278.8% | +208.8% |
| All | +272.3% | -7.3% | +279.6% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling