+35.5%
KMB vs MTZ
+427.4%
-391.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.5% |
| 7D | -3.0% | +16.5% | -19.4% | -3.4% |
| 30D | +9.1% | -10.2% | +19.3% | +9.3% |
| 3M | -0.4% | -34.2% | +33.7% | +0.8% |
| 6M | +13.0% | -56.0% | +68.9% | +15.7% |
| YTD | +10.3% | -14.8% | +25.2% | +9.6% |
| 1Y | +8.2% | -7.2% | +15.5% | +7.0% |
| 3Y | +0.4% | +275.8% | -275.4% | -10.5% |
| 5Y | -2.7% | +93.5% | -96.2% | -10.3% |
| All | +35.5% | +427.4% | -391.9% | +9.9% |
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