+10,545.1%
LIN vs MTZ
+20,230.6%
-9,685.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -2.4% | -11.1% | +8.7% | -1.2% |
| 3M | -5.6% | -36.7% | +31.1% | -1.3% |
| 6M | -3.4% | -21.9% | +18.6% | -1.7% |
| YTD | +13.1% | +9.1% | +4.0% | +10.3% |
| 1Y | +2.5% | +30.0% | -27.5% | -2.4% |
| 3Y | +27.6% | +138.5% | -110.9% | +10.4% |
| 5Y | +63.0% | +158.3% | -95.3% | +37.9% |
| 10Y | +359.3% | +700.8% | -341.5% | +230.9% |
| All | +10,545.1% | +20,230.6% | -9,685.4% | +5,498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling