+1,426.5%
LITE vs MTZ
+275.7%
+1,150.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.5% | -1.7% |
| 7D | +22.6% | +16.5% | +6.1% | +7.4% |
| 30D | -36.8% | -10.2% | -26.6% | -31.3% |
| 3M | -33.0% | -34.2% | +1.1% | -3.8% |
| 6M | -37.1% | -56.0% | +18.9% | +26.1% |
| YTD | +69.5% | -14.8% | +84.3% | +89.3% |
| 1Y | +146.1% | -7.2% | +153.3% | +159.4% |
| All | +1,426.5% | +275.7% | +1,150.8% | +646.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling