+210.2%
TER vs MTZ
+284.0%
-73.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +5.2% |
| 7D | +5.9% | +12.9% | -7.0% | -1.9% |
| 30D | -30.8% | -8.5% | -22.2% | -27.0% |
| 3M | -29.9% | -30.6% | +0.7% | -11.1% |
| 6M | -27.5% | -55.1% | +27.6% | +22.5% |
| YTD | +37.5% | -13.0% | +50.4% | +57.9% |
| 1Y | +50.3% | -4.3% | +54.5% | +64.0% |
| All | +210.2% | +284.0% | -73.8% | +90.7% |
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