+915.8%
MTZ vs RUN
-23.6%
+939.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.1% | +8.4% | +9.4% |
| 7D | -6.4% | +33.4% | -39.9% | -11.0% |
| 30D | -22.1% | +31.1% | -53.2% | -25.8% |
| 3M | -32.7% | +6.4% | -39.1% | -33.9% |
| 6M | -59.8% | -22.2% | -37.6% | -58.7% |
| YTD | -19.9% | -45.8% | +25.9% | -15.4% |
| 1Y | -11.5% | -51.1% | +39.7% | -5.5% |
| 3Y | +258.1% | -3.0% | +261.1% | +184.1% |
| 5Y | +85.5% | -82.2% | +167.8% | +82.0% |
| 10Y | +492.2% | +111.9% | +380.3% | +227.2% |
| All | +915.8% | -23.6% | +939.3% | +509.2% |
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