+1,872.1%
T vs MTZ
+3,062.5%
-1,190.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.1% | -2.1% |
| 7D | -1.3% | -1.6% | +0.3% | -1.2% |
| 30D | +11.4% | -11.1% | +22.4% | +12.2% |
| 3M | +14.3% | -36.7% | +51.0% | +17.2% |
| 6M | -9.3% | -21.9% | +12.7% | -8.5% |
| YTD | +7.1% | +9.1% | -2.0% | +5.3% |
| 1Y | -9.1% | +30.0% | -39.1% | -12.0% |
| 3Y | +105.3% | +138.5% | -33.1% | +86.8% |
| 5Y | +66.8% | +158.3% | -91.5% | +49.3% |
| 10Y | +66.8% | +700.8% | -634.0% | +34.8% |
| All | +1,872.1% | +3,062.5% | -1,190.4% | +1,245.0% |
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 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