+163.6%
W vs MTZ
+704.3%
-540.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.7% |
| 7D | -4.2% | -1.6% | -2.6% | -3.5% |
| 30D | -7.6% | -11.1% | +3.5% | -3.4% |
| 3M | +37.2% | -36.7% | +73.9% | +61.1% |
| 6M | +26.3% | -21.9% | +48.3% | +34.1% |
| YTD | -1.0% | +9.1% | -10.1% | -9.3% |
| 1Y | +20.1% | +30.0% | -9.9% | +1.0% |
| 3Y | +37.8% | +138.5% | -100.7% | -11.6% |
| 5Y | -63.7% | +158.3% | -222.0% | -77.7% |
| 10Y | +156.3% | +700.8% | -544.4% | +1.7% |
| All | +163.6% | +704.3% | -540.7% | -8.1% |
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