+27.6%
O vs MTZ
+151.6%
-124.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -3.3% | -14.8% | +11.5% | -3.0% |
| 3M | -2.8% | -30.8% | +28.0% | -2.4% |
| 6M | -5.8% | -22.6% | +16.9% | -5.7% |
| YTD | +9.4% | +6.8% | +2.6% | +8.1% |
| 1Y | +5.7% | +22.1% | -16.5% | +3.8% |
| All | +27.6% | +151.6% | -124.0% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling