+31.9%
DIS vs MTZ
+420.7%
-388.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.9% | +5.0% | -3.1% | +0.7% |
| 30D | +9.2% | -6.0% | +15.2% | +9.7% |
| 3M | +13.5% | -36.1% | +49.6% | +23.6% |
| 6M | +14.3% | -56.9% | +71.2% | +33.9% |
| YTD | +5.4% | -15.9% | +21.3% | +2.7% |
| 1Y | +12.2% | -3.8% | +16.0% | +5.2% |
| 3Y | +37.2% | +272.3% | -235.1% | -15.7% |
| 5Y | -23.1% | +91.1% | -114.2% | -45.3% |
| All | +31.9% | +420.7% | -388.9% | -32.6% |
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 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