+606.1%
COST vs MTZ
+773.6%
-167.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | -4.7% | -14.5% | +9.8% | -3.4% |
| 3M | -7.1% | -32.9% | +25.8% | -4.3% |
| 6M | -8.5% | -20.8% | +12.3% | -7.8% |
| YTD | +5.4% | +10.6% | -5.2% | +2.3% |
| 1Y | -5.6% | +27.1% | -32.7% | -10.1% |
| 3Y | +68.5% | +166.1% | -97.7% | +43.9% |
| 5Y | +105.2% | +170.7% | -65.4% | +71.9% |
| All | +606.1% | +773.6% | -167.5% | +426.1% |
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