+11.9%
U vs MTZ
+160.8%
-148.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +4.4% | +2.3% | +2.1% | +3.4% |
| 30D | -1.3% | -10.3% | +9.0% | +2.3% |
| 3M | +49.6% | -31.8% | +81.4% | +67.4% |
| 6M | +100.2% | -19.2% | +119.4% | +103.9% |
| YTD | -3.7% | +10.7% | -14.4% | -16.0% |
| 1Y | -6.5% | +37.5% | -44.0% | -26.7% |
| All | +11.9% | +160.8% | -148.9% | -40.1% |
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