+5,387.7%
O vs MTZ
+6,786.2%
-1,398.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -0.7% | -1.6% | +0.8% | -0.6% |
| 30D | -1.9% | -11.1% | +9.2% | -0.7% |
| 3M | +3.8% | -36.7% | +40.5% | +8.1% |
| 6M | -4.7% | -21.9% | +17.2% | -3.3% |
| YTD | +12.5% | +9.1% | +3.4% | +9.8% |
| 1Y | +10.8% | +30.0% | -19.1% | +5.8% |
| 3Y | +28.8% | +138.5% | -109.7% | +11.8% |
| 5Y | +13.2% | +158.3% | -145.2% | -4.1% |
| 10Y | +53.5% | +700.8% | -647.3% | +10.7% |
| All | +5,387.7% | +6,786.2% | -1,398.4% | +2,823.6% |
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