+533.2%
XYZ vs MTZ
+1,201.1%
-667.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.5% |
| 7D | -1.0% | -1.6% | +0.6% | -0.4% |
| 30D | -1.7% | -11.1% | +9.4% | +2.0% |
| 3M | +16.7% | -36.7% | +53.4% | +33.3% |
| 6M | +26.9% | -21.9% | +48.8% | +32.4% |
| YTD | +27.1% | +9.1% | +18.0% | +16.3% |
| 1Y | +9.3% | +30.0% | -20.7% | -7.3% |
| 3Y | +42.3% | +138.5% | -96.2% | -7.6% |
| 5Y | -69.3% | +158.3% | -227.7% | -80.8% |
| 10Y | +586.8% | +700.8% | -114.0% | +186.1% |
| All | +533.2% | +1,201.1% | -667.9% | +111.6% |
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