+1,364.7%
MU vs MTZ
+155.3%
+1,209.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +4.7% |
| 7D | +9.0% | -1.6% | +10.6% | +10.2% |
| 30D | +13.8% | -11.1% | +24.9% | +22.8% |
| 3M | +2.1% | -36.7% | +38.8% | +38.6% |
| 6M | +153.8% | -21.9% | +175.7% | +205.8% |
| YTD | +256.4% | +9.1% | +247.3% | +254.6% |
| 1Y | +719.8% | +30.0% | +689.8% | +645.6% |
| All | +1,364.7% | +155.3% | +1,209.4% | +948.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling