+2,926.4%
V vs MTZ
+2,857.5%
+68.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -1.7% | -1.6% | -0.1% | -1.4% |
| 30D | +2.0% | -11.1% | +13.0% | +4.2% |
| 3M | +17.4% | -36.7% | +54.1% | +26.8% |
| 6M | +17.5% | -21.9% | +39.4% | +20.1% |
| YTD | +7.6% | +9.1% | -1.5% | +1.5% |
| 1Y | +7.7% | +30.0% | -22.2% | -3.0% |
| 3Y | +54.7% | +138.5% | -83.8% | +15.1% |
| 5Y | +73.0% | +158.3% | -85.3% | +22.3% |
| 10Y | +390.9% | +700.8% | -309.9% | +136.9% |
| All | +2,926.4% | +2,857.5% | +68.9% | +736.6% |
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 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