+1,670.7%
LITE vs MTZ
+465.6%
+1,205.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.1% | +8.2% |
| 7D | +3.4% | +12.9% | -9.5% | -2.4% |
| 30D | -34.9% | -8.5% | -26.4% | -31.9% |
| 3M | -21.0% | -30.6% | +9.6% | -3.7% |
| 6M | -38.5% | -55.1% | +16.6% | -6.9% |
| YTD | +75.8% | -13.0% | +88.8% | +94.8% |
| 1Y | +156.7% | -4.3% | +160.9% | +174.9% |
| 3Y | +1,498.6% | +284.0% | +1,214.5% | +923.3% |
| 5Y | +610.9% | +97.7% | +513.2% | +446.8% |
| 10Y | +1,670.7% | +444.4% | +1,226.3% | +756.6% |
| All | +1,670.7% | +465.6% | +1,205.1% | +756.6% |
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