+1,283.8%
MTZ vs RUN
-31.9%
+1,315.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 3M | -36.7% | -40.0% | +3.3% | -31.6% |
| 6M | -21.9% | -27.0% | +5.0% | -18.6% |
| YTD | +9.1% | -51.7% | +60.8% | +18.2% |
| 1Y | +30.0% | -45.9% | +75.9% | +36.5% |
| 3Y | +138.5% | -43.8% | +182.2% | +108.9% |
| 5Y | +158.3% | -80.5% | +238.8% | +148.6% |
| 10Y | +700.8% | +45.3% | +655.5% | +366.8% |
| All | +1,283.8% | -31.9% | +1,315.8% | +751.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling