-62.3%
W vs MTZ
+162.0%
-224.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.3% |
| 7D | +5.9% | +2.3% | +3.6% | +4.6% |
| 30D | -3.0% | -10.3% | +7.2% | +2.0% |
| 3M | +40.3% | -31.8% | +72.2% | +65.0% |
| 6M | +32.2% | -19.2% | +51.4% | +37.7% |
| YTD | -0.3% | +10.7% | -11.0% | -14.9% |
| 1Y | +16.2% | +37.5% | -21.4% | -14.9% |
| 3Y | +40.7% | +162.4% | -121.6% | -32.6% |
| 5Y | -62.3% | +166.3% | -228.7% | -83.4% |
| All | -62.3% | +162.0% | -224.4% | -83.4% |
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