-14.3%
TEAM vs MTZ
+271.0%
-285.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | -2.4% | +5.0% | -7.4% | -2.9% |
| 30D | -26.7% | -6.0% | -20.7% | -26.3% |
| 3M | -9.6% | -36.1% | +26.5% | -4.7% |
| 6M | +86.0% | -56.9% | +142.9% | +106.2% |
| YTD | -7.5% | -15.9% | +8.4% | -17.9% |
| 1Y | -1.4% | -3.8% | +2.5% | -16.9% |
| 3Y | -14.3% | +272.3% | -286.6% | -55.6% |
| All | -14.3% | +271.0% | -285.3% | -55.6% |
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 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