+11,385.0%
LIN vs MTZ
+14,822.9%
-3,437.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.5% | -10.7% | -2.3% |
| 7D | +0.2% | -6.4% | +6.6% | +0.7% |
| 30D | +6.5% | -22.1% | +28.5% | +9.2% |
| 3M | +5.5% | -32.7% | +38.2% | +9.7% |
| 6M | +3.3% | -59.8% | +63.1% | +13.3% |
| YTD | +22.0% | -19.9% | +41.9% | +22.8% |
| 1Y | +25.7% | -11.5% | +37.2% | +24.8% |
| 3Y | +36.2% | +258.1% | -221.8% | +12.1% |
| 5Y | +66.1% | +85.5% | -19.5% | +45.3% |
| 10Y | +431.0% | +492.2% | -61.2% | +294.3% |
| All | +11,385.0% | +14,822.9% | -3,437.8% | +6,128.1% |
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