+78.2%
U vs MTZ
+275.7%
-197.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.8% |
| 7D | +2.8% | +16.5% | -13.6% | -2.6% |
| 30D | +7.6% | -10.2% | +17.8% | +10.4% |
| 3M | +12.7% | -34.2% | +46.8% | +28.9% |
| 6M | +87.0% | -56.0% | +142.9% | +144.6% |
| YTD | +13.6% | -14.8% | +28.5% | +6.2% |
| 1Y | +25.3% | -7.2% | +32.5% | +12.5% |
| All | +78.2% | +275.7% | -197.5% | -17.7% |
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 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