-3.8%
MTZ vs S
+30.9%
-34.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.3% |
| 7D | +5.0% | +2.0% | +3.0% | +5.1% |
| 30D | -6.0% | -2.7% | -3.3% | -6.2% |
| 3M | -36.1% | -6.9% | -29.2% | -36.0% |
| 6M | -56.9% | +38.1% | -94.9% | -55.2% |
| YTD | -15.9% | +48.0% | -63.9% | -11.9% |
| 1Y | -3.8% | +34.5% | -38.3% | +1.4% |
| All | -3.8% | +30.9% | -34.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling