-14.3%
MTZ vs TECH
+19.5%
-33.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.1% | -15.5% | -15.4% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -23.6% | +0.2% | -23.8% | -23.6% |
| 3M | -38.3% | +1.0% | -39.3% | -38.4% |
| 6M | -60.6% | +33.3% | -93.9% | -61.8% |
| YTD | -22.9% | +24.2% | -47.1% | -27.0% |
| 1Y | -14.3% | +19.7% | -34.0% | -18.4% |
| All | -14.3% | +19.5% | -33.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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