+67.7%
V vs MTZ
+162.0%
-94.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -2.9% | +2.3% | -5.2% | -3.2% |
| 30D | +1.9% | -10.3% | +12.2% | +2.9% |
| 3M | +13.2% | -31.8% | +45.1% | +17.1% |
| 6M | +16.7% | -19.2% | +35.9% | +16.8% |
| YTD | +5.4% | +10.7% | -5.3% | 0.0% |
| 1Y | +7.7% | +37.5% | -29.9% | -1.8% |
| 3Y | +52.0% | +162.4% | -110.4% | +21.8% |
| 5Y | +67.7% | +166.3% | -98.6% | +26.6% |
| All | +67.7% | +162.0% | -94.3% | +26.6% |
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