+64.2%
T vs MTZ
+162.0%
-97.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.7% |
| 7D | -3.1% | +2.3% | -5.4% | -3.1% |
| 30D | +4.6% | -10.3% | +14.9% | +4.7% |
| 3M | +12.2% | -31.8% | +44.1% | +12.5% |
| 6M | -6.5% | -19.2% | +12.7% | -6.8% |
| YTD | +4.9% | +10.7% | -5.8% | +3.3% |
| 1Y | -10.5% | +37.5% | -48.0% | -12.8% |
| 3Y | +104.6% | +162.4% | -57.8% | +86.8% |
| 5Y | +64.2% | +166.3% | -102.1% | +41.3% |
| All | +64.2% | +162.0% | -97.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling