+297.2%
MTZ vs S
+49.1%
+248.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.0% | +0.5% | +7.2% |
| 7D | -2.4% | +1.6% | -4.0% | -2.7% |
| 30D | -11.1% | -10.5% | -0.6% | -9.7% |
| 3M | -30.6% | +9.9% | -40.5% | -32.6% |
| 6M | -54.4% | +41.8% | -96.1% | -58.5% |
| YTD | -13.0% | +56.8% | -69.8% | -23.8% |
| 1Y | -5.7% | +39.0% | -44.7% | -14.8% |
| 3Y | +297.2% | +53.8% | +243.3% | +269.8% |
| All | +297.2% | +49.1% | +248.0% | +269.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling