-66.5%
U vs MTZ
+168.2%
-234.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +2.9% |
| 7D | +5.5% | +1.4% | +4.2% | +4.9% |
| 30D | -1.3% | -14.5% | +13.2% | +5.3% |
| 3M | +64.6% | -32.9% | +97.5% | +89.7% |
| 6M | +119.4% | -20.8% | +140.2% | +128.3% |
| YTD | -0.5% | +10.6% | -11.1% | -13.7% |
| 1Y | +1.3% | +27.1% | -25.8% | -18.5% |
| 3Y | +15.6% | +166.1% | -150.5% | -40.7% |
| All | -66.5% | +168.2% | -234.7% | -84.1% |
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 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