+106,206.6%
MU vs MTZ
+3,062.5%
+103,144.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +5.6% |
| 7D | +9.0% | -1.6% | +10.6% | +9.4% |
| 30D | +13.8% | -11.1% | +24.9% | +17.0% |
| 3M | +2.1% | -36.7% | +38.8% | +14.4% |
| 6M | +153.8% | -21.9% | +175.7% | +172.2% |
| YTD | +256.4% | +9.1% | +247.3% | +255.3% |
| 1Y | +719.8% | +30.0% | +689.8% | +689.0% |
| 3Y | +1,360.4% | +138.5% | +1,221.9% | +1,126.5% |
| 5Y | +1,312.4% | +158.3% | +1,154.1% | +1,053.6% |
| 10Y | +6,142.6% | +700.8% | +5,441.8% | +3,830.9% |
| All | +106,206.6% | +3,062.5% | +103,144.1% | +44,835.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling