+76.2%
O vs MTZ
+420.7%
-344.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -0.4% | +5.0% | -5.4% | -1.1% |
| 30D | +7.1% | -6.0% | +13.1% | +7.5% |
| 3M | -5.2% | -36.1% | +30.9% | +0.4% |
| 6M | -1.8% | -56.9% | +55.1% | +9.3% |
| YTD | +9.1% | -15.9% | +25.0% | +7.8% |
| 1Y | +9.7% | -3.8% | +13.5% | +5.8% |
| 3Y | +39.1% | +272.3% | -233.1% | -2.2% |
| 5Y | +8.4% | +91.1% | -82.7% | -15.4% |
| All | +76.2% | +420.7% | -344.6% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling