+5.1%
W vs MTZ
-7.9%
+13.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | +0.2% | +5.0% | -4.8% | -0.5% |
| 30D | +6.8% | -6.0% | +12.8% | +7.0% |
| 3M | +10.7% | -36.1% | +46.8% | +20.7% |
| 6M | +86.3% | -56.9% | +143.2% | +114.8% |
| YTD | +11.5% | -15.9% | +27.4% | +5.4% |
| 1Y | +5.1% | -3.8% | +8.9% | -2.4% |
| All | +5.1% | -7.9% | +13.0% | -2.4% |
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 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