+555.9%
XYZ vs MTZ
+937.7%
-381.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -1.4% |
| 7D | -2.2% | +12.9% | -15.0% | -6.3% |
| 30D | +11.6% | -8.5% | +20.1% | +13.0% |
| 3M | +8.4% | -30.6% | +39.0% | +20.0% |
| 6M | +17.2% | -55.1% | +72.3% | +47.3% |
| YTD | +31.7% | -13.0% | +44.7% | +27.4% |
| 1Y | +30.1% | -4.3% | +34.3% | +21.0% |
| 3Y | +66.4% | +284.0% | -217.6% | -10.8% |
| 5Y | -62.2% | +97.7% | -159.8% | -74.6% |
| 10Y | +621.5% | +444.4% | +177.1% | +227.2% |
| All | +555.9% | +937.7% | -381.9% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling