+577.6%
XYZ vs MTZ
+937.0%
-359.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.6% | -5.0% | +0.7% |
| 7D | +14.9% | -2.4% | +17.3% | +14.2% |
| 30D | +14.7% | -11.1% | +25.8% | +17.3% |
| 3M | +12.1% | -30.6% | +42.7% | +24.1% |
| 6M | +18.3% | -54.4% | +72.7% | +47.9% |
| YTD | +36.1% | -13.0% | +49.1% | +31.7% |
| 1Y | +35.3% | -5.7% | +41.0% | +26.6% |
| 3Y | +73.5% | +297.2% | -223.7% | -8.2% |
| 5Y | -61.6% | +95.9% | -157.5% | -74.2% |
| 10Y | +638.0% | +492.6% | +145.4% | +230.0% |
| All | +577.6% | +937.0% | -359.4% | +139.6% |
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