+8.7%
V vs MTZ
+26.3%
-17.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +1.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.1% |
| 30D | +3.1% | -14.5% | +17.5% | +2.3% |
| 3M | +16.3% | -32.9% | +49.3% | +14.4% |
| 6M | +20.4% | -20.8% | +41.2% | +16.5% |
| YTD | +6.3% | +10.6% | -4.3% | +0.7% |
| 1Y | +8.7% | +27.1% | -18.4% | +1.9% |
| All | +8.7% | +26.3% | -17.6% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling