-65.4%
TEAM vs MTZ
+89.4%
-154.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.3% |
| 7D | -2.4% | +5.0% | -7.4% | -3.1% |
| 30D | -26.7% | -6.0% | -20.7% | -26.4% |
| 3M | -9.6% | -36.1% | +26.5% | -3.9% |
| 6M | +86.0% | -56.9% | +142.9% | +108.4% |
| YTD | -7.5% | -15.9% | +8.4% | -14.0% |
| 1Y | -1.4% | -3.8% | +2.5% | -12.0% |
| 3Y | -14.3% | +272.3% | -286.6% | -46.9% |
| All | -65.4% | +89.4% | -154.8% | -76.8% |
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