+168.3%
MTZ vs RUN
-35.6%
+203.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +3.3% |
| 7D | +3.6% | +10.2% | -6.6% | +2.2% |
| 30D | -9.6% | -9.6% | 0.0% | -8.5% |
| 3M | -31.9% | -31.5% | -0.4% | -28.7% |
| 6M | -13.8% | -18.7% | +4.9% | -11.9% |
| YTD | +13.3% | -49.9% | +63.1% | +20.1% |
| 1Y | +39.3% | -45.5% | +84.8% | +44.8% |
| 3Y | +168.3% | -34.1% | +202.4% | +120.9% |
| All | +168.3% | -35.6% | +203.9% | +120.9% |
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