+73.5%
XYZ vs MTZ
+272.1%
-198.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.6% | -5.0% | +1.4% |
| 7D | +14.9% | -2.4% | +17.3% | +14.3% |
| 30D | +14.7% | -11.1% | +25.8% | +17.1% |
| 3M | +12.1% | -30.6% | +42.7% | +22.9% |
| 6M | +18.3% | -54.4% | +72.7% | +46.1% |
| YTD | +36.1% | -13.0% | +49.1% | +26.3% |
| 1Y | +35.3% | -5.7% | +41.0% | +20.8% |
| 3Y | +73.5% | +297.2% | -223.7% | +8.2% |
| All | +73.5% | +272.1% | -198.7% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling