+199.8%
TER vs MTZ
+30.9%
+168.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +3.5% |
| 7D | +0.6% | -1.6% | +2.2% | +2.1% |
| 30D | -8.3% | -11.1% | +2.8% | +2.1% |
| 3M | -12.2% | -36.7% | +24.5% | +33.8% |
| 6M | +17.0% | -21.9% | +39.0% | +45.3% |
| YTD | +84.6% | +9.1% | +75.5% | +66.9% |
| 1Y | +199.8% | +30.0% | +169.9% | +135.9% |
| All | +199.8% | +30.9% | +168.9% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling