+196.7%
W vs MTZ
+519.8%
-323.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.9% |
| 7D | +0.2% | +5.0% | -4.8% | -1.8% |
| 30D | +6.8% | -6.0% | +12.8% | +7.3% |
| 3M | +10.7% | -36.1% | +46.8% | +28.9% |
| 6M | +86.3% | -56.9% | +143.2% | +149.1% |
| YTD | +11.5% | -15.9% | +27.4% | +10.5% |
| 1Y | +5.1% | -3.8% | +8.9% | -2.0% |
| 3Y | +171.0% | +272.3% | -101.3% | +45.4% |
| 5Y | -56.6% | +91.1% | -147.7% | -70.8% |
| 10Y | +213.4% | +426.0% | -212.6% | +39.0% |
| All | +196.7% | +519.8% | -323.1% | +12.0% |
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