+610.7%
XYZ vs MTZ
+748.3%
-137.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -4.6% |
| 7D | +2.9% | +3.6% | -0.7% | +1.4% |
| 30D | +1.4% | -9.6% | +11.0% | +4.7% |
| 3M | +14.6% | -31.9% | +46.5% | +27.7% |
| 6M | +20.8% | -13.8% | +34.6% | +21.4% |
| YTD | +23.1% | +13.3% | +9.8% | +10.4% |
| 1Y | +5.6% | +39.3% | -33.6% | -13.5% |
| 3Y | +50.9% | +168.3% | -117.4% | -8.4% |
| 5Y | -68.6% | +166.4% | -235.0% | -81.0% |
| All | +610.7% | +748.3% | -137.6% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling