-74.5%
U vs MTZ
+92.0%
-166.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +2.0% |
| 7D | +2.8% | +16.5% | -13.6% | -3.9% |
| 30D | +7.6% | -10.2% | +17.8% | +10.8% |
| 3M | +12.7% | -34.2% | +46.8% | +32.0% |
| 6M | +87.0% | -56.0% | +142.9% | +154.8% |
| YTD | +13.6% | -14.8% | +28.5% | +8.0% |
| 1Y | +25.3% | -7.2% | +32.5% | +14.0% |
| 3Y | +85.8% | +275.8% | -190.0% | -25.5% |
| 5Y | -74.5% | +93.5% | -168.0% | -86.5% |
| All | -74.5% | +92.0% | -166.5% | -86.5% |
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