+294.7%
C vs MTZ
+729.4%
-434.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.6% |
| 7D | +2.6% | +2.3% | +0.3% | +1.6% |
| 30D | +1.9% | -10.3% | +12.2% | +5.6% |
| 3M | +2.8% | -31.8% | +34.6% | +15.2% |
| 6M | +30.6% | -19.2% | +49.7% | +35.6% |
| YTD | +19.9% | +10.7% | +9.2% | +9.4% |
| 1Y | +44.6% | +37.5% | +7.0% | +19.9% |
| 3Y | +272.1% | +162.4% | +109.8% | +123.4% |
| 5Y | +132.0% | +166.3% | -34.4% | +29.8% |
| 10Y | +294.7% | +753.2% | -458.5% | +30.0% |
| All | +294.7% | +729.4% | -434.7% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling