+28.1%
XYZ vs MTZ
-12.2%
+40.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +1.0% | -3.2% |
| 7D | +12.6% | -8.7% | +21.3% | +12.6% |
| 30D | +10.8% | -15.0% | +25.8% | +11.7% |
| 3M | +8.4% | -32.6% | +40.9% | +11.9% |
| 6M | +14.3% | -56.3% | +70.7% | +24.2% |
| YTD | +31.5% | -16.8% | +48.3% | +21.6% |
| 1Y | +28.1% | -10.0% | +38.2% | +11.1% |
| All | +28.1% | -12.2% | +40.3% | +11.1% |
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 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