+50.7%
O vs MTZ
+773.6%
-722.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -0.6% |
| 7D | -2.9% | +1.4% | -4.2% | -3.1% |
| 30D | -4.5% | -14.5% | +10.0% | -2.4% |
| 3M | -2.6% | -32.9% | +30.3% | +2.0% |
| 6M | -5.6% | -20.8% | +15.2% | -4.2% |
| YTD | +9.3% | +10.6% | -1.3% | +4.6% |
| 1Y | +4.3% | +27.1% | -22.8% | -2.9% |
| 3Y | +27.4% | +166.1% | -138.7% | -1.3% |
| 5Y | +17.1% | +170.7% | -153.6% | -12.8% |
| All | +50.7% | +773.6% | -722.9% | -15.5% |
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