+226.4%
MU vs MTZ
-6.5%
+232.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | +0.2% |
| 7D | +21.6% | +16.5% | +5.2% | +7.4% |
| 30D | -16.2% | -10.2% | -6.0% | -9.6% |
| 3M | -12.4% | -34.2% | +21.8% | +22.3% |
| 6M | +4.2% | -56.0% | +60.1% | +110.1% |
| YTD | +180.0% | -14.8% | +194.8% | +195.2% |
| 1Y | +226.4% | -7.2% | +233.6% | +210.5% |
| All | +226.4% | -6.5% | +232.9% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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