-57.4%
MUZ vs MTB
-1.2%
-56.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -0.2% | -23.7% | -23.7% |
| 7D | -17.7% | -2.0% | -15.7% | -16.4% |
| 30D | +14.5% | +0.1% | +14.3% | +12.8% |
| 3M | -25.7% | -12.1% | -13.6% | -8.5% |
| All | -57.4% | -1.2% | -56.2% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling