+2,502.5%
LITE vs MTZ
+743.1%
+1,759.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.8% | +7.2% | +9.1% |
| 7D | +12.6% | +3.6% | +9.1% | +10.8% |
| 30D | +9.9% | -9.6% | +19.6% | +16.6% |
| 3M | +9.3% | -31.9% | +41.2% | +32.8% |
| 6M | +75.2% | -13.8% | +89.0% | +91.9% |
| YTD | +165.5% | +13.3% | +152.2% | +156.3% |
| 1Y | +555.0% | +39.3% | +515.7% | +484.1% |
| 3Y | +1,870.5% | +168.3% | +1,702.1% | +1,265.3% |
| 5Y | +1,009.8% | +166.4% | +843.4% | +635.1% |
| 10Y | +2,502.5% | +739.9% | +1,762.6% | +1,003.0% |
| All | +2,502.5% | +743.1% | +1,759.4% | +1,003.0% |
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