+10,451.6%
TER vs MTZ
+2,368.0%
+8,083.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | +24.0% | +16.5% | +7.5% | +19.6% |
| 30D | -30.6% | -10.2% | -20.4% | -28.8% |
| 3M | -34.5% | -34.2% | -0.3% | -27.5% |
| 6M | -26.4% | -56.0% | +29.6% | -10.1% |
| YTD | +36.4% | -14.8% | +51.3% | +44.3% |
| 1Y | +47.4% | -7.2% | +54.6% | +53.2% |
| 3Y | +202.6% | +275.8% | -73.2% | +130.0% |
| 5Y | +83.9% | +93.5% | -9.6% | +58.8% |
| 10Y | +1,068.0% | +432.7% | +635.3% | +678.6% |
| All | +10,451.6% | +2,368.0% | +8,083.6% | +4,058.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling