+89.2%
TER vs MTZ
+98.6%
-9.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +5.6% |
| 7D | +5.9% | +12.9% | -7.0% | -0.9% |
| 30D | -30.8% | -8.5% | -22.2% | -27.4% |
| 3M | -29.9% | -30.6% | +0.7% | -13.6% |
| 6M | -27.5% | -55.1% | +27.6% | +14.6% |
| YTD | +37.5% | -13.0% | +50.4% | +55.1% |
| 1Y | +50.3% | -4.3% | +54.5% | +62.1% |
| 3Y | +204.9% | +284.0% | -79.2% | +71.4% |
| 5Y | +89.2% | +97.7% | -8.5% | +32.6% |
| All | +89.2% | +98.6% | -9.4% | +32.6% |
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