+156.5%
MTZ vs S
+16.9%
+139.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -1.6% | -7.7% | +6.1% | +0.1% |
| 30D | -11.1% | -5.3% | -5.7% | -10.4% |
| 3M | -36.7% | +20.3% | -57.0% | -40.2% |
| 6M | -21.9% | +47.4% | -69.3% | -31.5% |
| YTD | +9.1% | +32.5% | -23.4% | -1.7% |
| 1Y | +30.0% | +9.5% | +20.4% | +23.5% |
| All | +156.5% | +16.9% | +139.5% | +96.4% |
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 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