+24.3%
W vs MTZ
-14.7%
+38.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -15.4% | +26.4% | +13.2% |
| 7D | +8.4% | -7.4% | +15.8% | +8.2% |
| 30D | +16.5% | -23.6% | +40.1% | +21.7% |
| 3M | +6.4% | -38.3% | +44.8% | +16.7% |
| 6M | +90.5% | -60.6% | +151.1% | +126.1% |
| YTD | +23.1% | -22.9% | +45.9% | +13.5% |
| 1Y | +24.3% | -14.3% | +38.5% | +9.5% |
| All | +24.3% | -14.7% | +38.9% | +9.5% |
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