+1,622.6%
T vs MTZ
+2,337.1%
-714.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +2.5% | +5.0% | -2.4% | +2.2% |
| 30D | -3.8% | -6.0% | +2.2% | -3.6% |
| 3M | -8.7% | -36.1% | +27.4% | -6.3% |
| 6M | -8.1% | -56.9% | +48.8% | -3.6% |
| YTD | -6.4% | -15.9% | +9.5% | -6.7% |
| 1Y | -9.8% | -3.8% | -5.9% | -10.9% |
| 3Y | +65.5% | +272.3% | -206.8% | +45.2% |
| 5Y | +57.0% | +91.1% | -34.1% | +43.0% |
| 10Y | +60.8% | +426.0% | -365.2% | +33.3% |
| All | +1,622.6% | +2,337.1% | -714.5% | +1,092.2% |
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