+108.8%
V vs MTZ
+89.8%
+19.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.8% |
| 7D | +0.8% | -8.7% | +9.5% | +1.4% |
| 30D | +9.9% | -15.0% | +24.9% | +11.3% |
| 3M | +17.5% | -32.6% | +50.1% | +21.5% |
| 6M | +33.5% | -56.3% | +89.8% | +43.9% |
| YTD | +21.6% | -16.8% | +38.4% | +18.3% |
| 1Y | +27.6% | -10.0% | +37.6% | +22.5% |
| 3Y | +76.4% | +267.1% | -190.7% | +28.8% |
| All | +108.8% | +89.8% | +19.0% | +66.4% |
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