+65.5%
T vs MTZ
+271.0%
-205.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | +2.5% | +5.0% | -2.4% | +2.9% |
| 30D | -3.8% | -6.0% | +2.2% | -4.0% |
| 3M | -8.7% | -36.1% | +27.4% | -11.0% |
| 6M | -8.1% | -56.9% | +48.8% | -12.0% |
| YTD | -6.4% | -15.9% | +9.5% | -7.2% |
| 1Y | -9.8% | -3.8% | -5.9% | -10.0% |
| 3Y | +65.5% | +272.3% | -206.8% | +50.0% |
| All | +65.5% | +271.0% | -205.5% | +50.0% |
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