+228.2%
TER vs MTZ
+162.0%
+66.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.4% | +4.4% |
| 7D | +12.4% | +2.3% | +10.1% | +10.9% |
| 30D | +5.1% | -10.3% | +15.4% | +12.4% |
| 3M | +4.0% | -31.8% | +35.8% | +29.9% |
| 6M | +29.5% | -19.2% | +48.7% | +49.7% |
| YTD | +98.5% | +10.7% | +87.7% | +96.2% |
| 1Y | +234.1% | +37.5% | +196.5% | +199.7% |
| 3Y | +289.0% | +162.4% | +126.7% | +153.1% |
| 5Y | +228.2% | +166.3% | +61.8% | +95.0% |
| All | +228.2% | +162.0% | +66.1% | +95.0% |
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