+1,003.0%
MTZ vs RUN
-25.4%
+1,028.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.4% | +11.0% | +9.0% |
| 7D | -2.4% | +18.1% | -20.5% | -5.3% |
| 30D | -11.1% | +27.5% | -38.6% | -15.0% |
| 3M | -30.6% | -4.5% | -26.1% | -30.7% |
| 6M | -54.4% | -33.3% | -21.0% | -51.9% |
| YTD | -13.0% | -47.1% | +34.0% | -7.8% |
| 1Y | -5.7% | -43.1% | +37.5% | -1.5% |
| 3Y | +297.2% | -3.0% | +300.2% | +214.8% |
| 5Y | +95.9% | -82.6% | +178.5% | +92.7% |
| 10Y | +492.6% | +103.3% | +389.3% | +229.6% |
| All | +1,003.0% | -25.4% | +1,028.4% | +563.9% |
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 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