+157.9%
MTZ vs S
-71.4%
+229.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | -1.6% | -7.7% | +6.1% | -0.5% |
| 30D | -11.1% | -5.3% | -5.7% | -10.6% |
| 3M | -36.7% | +20.3% | -57.0% | -38.9% |
| 6M | -21.9% | +47.4% | -69.3% | -27.8% |
| YTD | +9.1% | +32.5% | -23.4% | +2.4% |
| 1Y | +30.0% | +9.5% | +20.4% | +25.5% |
| 3Y | +138.5% | +15.5% | +122.9% | +126.2% |
| All | +157.9% | -71.4% | +229.3% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling