+74.3%
F vs MTZ
+453.9%
-379.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.6% |
| 7D | +1.0% | -8.7% | +9.7% | +2.8% |
| 30D | +2.1% | -15.0% | +17.1% | +6.1% |
| 3M | -10.3% | -32.6% | +22.3% | -0.3% |
| 6M | +3.3% | -56.3% | +59.6% | +29.5% |
| YTD | -2.0% | -16.8% | +14.8% | -3.2% |
| 1Y | -2.3% | -10.0% | +7.8% | -6.4% |
| 3Y | +49.9% | +267.1% | -217.2% | -21.0% |
| 5Y | -12.5% | +89.9% | -102.3% | -43.2% |
| 10Y | +74.3% | +442.2% | -368.0% | -25.3% |
| All | +74.3% | +453.9% | -379.6% | -25.3% |
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