+5,221.5%
O vs MTZ
+5,206.5%
+14.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -0.4% | +5.0% | -5.4% | -1.0% |
| 30D | +7.1% | -6.0% | +13.1% | +7.4% |
| 3M | -5.2% | -36.1% | +30.9% | -1.2% |
| 6M | -1.8% | -56.9% | +55.1% | +6.0% |
| YTD | +9.1% | -15.9% | +25.0% | +8.9% |
| 1Y | +9.7% | -3.8% | +13.5% | +7.7% |
| 3Y | +39.1% | +272.3% | -233.1% | +14.4% |
| 5Y | +8.4% | +91.1% | -82.7% | -5.6% |
| 10Y | +80.2% | +426.0% | -345.8% | +35.2% |
| All | +5,221.5% | +5,206.5% | +14.9% | +2,799.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling