+5,993.3%
FIX vs MTZ
+743.1%
+5,250.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +0.3% |
| 7D | +6.1% | +3.6% | +2.5% | +4.0% |
| 30D | -2.7% | -9.6% | +7.0% | +3.0% |
| 3M | -10.9% | -31.9% | +21.0% | +8.2% |
| 6M | +29.0% | -13.8% | +42.8% | +39.2% |
| YTD | +76.9% | +13.3% | +63.6% | +66.4% |
| 1Y | +130.7% | +39.3% | +91.5% | +96.5% |
| 3Y | +790.7% | +168.3% | +622.3% | +465.5% |
| 5Y | +2,185.6% | +166.4% | +2,019.2% | +1,280.8% |
| 10Y | +5,993.3% | +739.9% | +5,253.4% | +1,828.4% |
| All | +5,993.3% | +743.1% | +5,250.2% | +1,828.4% |
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