-17.0%
TEAM vs MTZ
+160.8%
-177.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.1% |
| 7D | -4.7% | +2.3% | -6.9% | -5.1% |
| 30D | +17.0% | -10.3% | +27.3% | +18.7% |
| 3M | +85.9% | -31.8% | +117.7% | +92.3% |
| 6M | +116.7% | -19.2% | +135.8% | +110.6% |
| YTD | +9.6% | +10.7% | -1.1% | -4.6% |
| 1Y | -2.5% | +37.5% | -40.1% | -22.5% |
| All | -17.0% | +160.8% | -177.7% | -44.2% |
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 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