+129.5%
KMI vs MTZ
+773.6%
-644.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.2% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | -2.7% | -14.5% | +11.7% | +1.0% |
| 3M | -0.7% | -32.9% | +32.3% | +7.7% |
| 6M | -5.0% | -20.8% | +15.9% | -2.7% |
| YTD | +15.5% | +10.6% | +4.9% | +6.7% |
| 1Y | +16.4% | +27.1% | -10.6% | +2.4% |
| 3Y | +114.2% | +166.1% | -52.0% | +42.8% |
| 5Y | +153.3% | +170.7% | -17.4% | +59.2% |
| All | +129.5% | +773.6% | -644.1% | -15.2% |
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