+802.8%
TEAM vs MTZ
+1,171.8%
-369.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.9% |
| 7D | -0.4% | -1.6% | +1.1% | -0.2% |
| 30D | +67.3% | -11.1% | +78.4% | +69.9% |
| 3M | +86.8% | -36.7% | +123.5% | +95.5% |
| 6M | +146.8% | -21.9% | +168.8% | +147.8% |
| YTD | +16.9% | +9.1% | +7.8% | +10.3% |
| 1Y | +12.8% | +30.0% | -17.2% | +2.5% |
| 3Y | -7.3% | +138.5% | -145.7% | -25.3% |
| 5Y | -50.7% | +158.3% | -209.1% | -61.7% |
| 10Y | +529.8% | +700.8% | -170.9% | +287.9% |
| All | +802.8% | +1,171.8% | -369.0% | +304.2% |
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