+1,533.3%
LITE vs MTZ
+544.1%
+989.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.6% | +2.1% | +6.1% |
| 7D | -12.9% | -2.4% | -10.5% | -11.6% |
| 30D | -46.0% | -11.1% | -34.9% | -42.6% |
| 3M | -33.0% | -30.6% | -2.4% | -18.4% |
| 6M | -34.0% | -54.4% | +20.3% | -1.1% |
| YTD | +61.7% | -13.0% | +74.8% | +79.1% |
| 1Y | +148.3% | -5.7% | +154.0% | +167.5% |
| 3Y | +1,408.5% | +297.2% | +1,111.3% | +854.5% |
| 5Y | +546.2% | +95.9% | +450.3% | +398.7% |
| 10Y | +1,533.3% | +492.6% | +1,040.7% | +712.0% |
| All | +1,533.3% | +544.1% | +989.2% | +712.0% |
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