-63.7%
XYZ vs MTZ
+89.4%
-153.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.3% |
| 7D | -1.1% | +5.0% | -6.0% | -3.0% |
| 30D | +11.5% | -6.0% | +17.5% | +11.8% |
| 3M | +1.8% | -36.1% | +37.9% | +18.8% |
| 6M | +21.2% | -56.9% | +78.1% | +62.8% |
| YTD | +29.9% | -15.9% | +45.9% | +22.5% |
| 1Y | +35.8% | -3.8% | +39.6% | +18.8% |
| 3Y | +62.6% | +272.3% | -209.7% | -37.1% |
| All | -63.7% | +89.4% | -153.1% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling