+50.9%
XYZ vs MTZ
+165.0%
-114.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -7.0% | -4.4% |
| 7D | +2.9% | +3.6% | -0.7% | +1.6% |
| 30D | +1.4% | -9.6% | +11.0% | +4.3% |
| 3M | +14.6% | -31.9% | +46.5% | +26.0% |
| 6M | +20.8% | -13.8% | +34.6% | +19.6% |
| YTD | +23.1% | +13.3% | +9.8% | +8.6% |
| 1Y | +5.6% | +39.3% | -33.6% | -15.3% |
| 3Y | +50.9% | +168.3% | -117.4% | -10.7% |
| All | +50.9% | +165.0% | -114.1% | -10.7% |
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