-48.3%
MUZ vs MTB
+0.8%
-49.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.2% | +13.1% | +12.4% |
| 7D | +47.2% | +2.0% | +45.2% | +43.0% |
| 30D | +57.1% | +2.9% | +54.2% | +51.0% |
| 3M | -5.3% | -10.7% | +5.4% | +15.9% |
| All | -48.3% | +0.8% | -49.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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 · Available span rolling