-37.5%
U vs MTZ
+444.9%
-482.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +1.1% |
| 7D | +4.5% | +3.6% | +0.9% | +3.0% |
| 30D | -0.6% | -9.6% | +9.1% | +3.0% |
| 3M | +48.4% | -31.9% | +80.4% | +67.6% |
| 6M | +115.4% | -13.8% | +129.2% | +116.1% |
| YTD | -3.2% | +13.3% | -16.5% | -14.8% |
| 1Y | -6.0% | +39.3% | -45.3% | -25.0% |
| 3Y | +13.5% | +168.3% | -154.9% | -35.3% |
| 5Y | -68.0% | +166.4% | -234.4% | -82.7% |
| All | -37.5% | +444.9% | -482.3% | -65.9% |
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