+14,183.4%
TER vs MTZ
+3,062.5%
+11,120.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.0% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | -8.3% | -11.1% | +2.8% | -5.5% |
| 3M | -12.2% | -36.7% | +24.5% | -1.6% |
| 6M | +17.1% | -21.9% | +39.0% | +25.8% |
| YTD | +84.7% | +9.1% | +75.6% | +84.1% |
| 1Y | +199.9% | +30.0% | +170.0% | +188.7% |
| 3Y | +232.8% | +138.5% | +94.3% | +175.4% |
| 5Y | +198.6% | +158.3% | +40.2% | +140.7% |
| 10Y | +1,669.7% | +700.8% | +969.0% | +975.3% |
| All | +14,183.4% | +3,062.5% | +11,120.9% | +5,206.4% |
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