+277.2%
TER vs MTZ
+165.0%
+112.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +1.8% |
| 7D | +11.0% | +3.6% | +7.4% | +8.6% |
| 30D | -1.9% | -9.6% | +7.8% | +5.0% |
| 3M | -0.7% | -31.9% | +31.3% | +26.1% |
| 6M | +36.4% | -13.8% | +50.2% | +54.2% |
| YTD | +92.4% | +13.3% | +79.2% | +89.6% |
| 1Y | +213.5% | +39.3% | +174.2% | +182.6% |
| 3Y | +277.2% | +168.3% | +108.9% | +154.8% |
| All | +277.2% | +165.0% | +112.2% | +154.8% |
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 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