+11.6%
W vs MTZ
+31.7%
-20.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -1.8% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -5.6% | -14.8% | +9.3% | -1.9% |
| 3M | +41.9% | -30.8% | +72.7% | +50.7% |
| 6M | +30.2% | -22.6% | +52.9% | +30.0% |
| YTD | -2.9% | +6.8% | -9.8% | -12.3% |
| 1Y | +11.6% | +22.1% | -10.6% | +1.8% |
| All | +11.6% | +31.7% | -20.1% | +1.8% |
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