+490.8%
LITE vs MTZ
+80.0%
+410.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.5% | -3.9% | -0.7% |
| 7D | -35.9% | -6.4% | -29.5% | -33.7% |
| 30D | -51.5% | -22.1% | -29.5% | -43.1% |
| 3M | -35.7% | -32.7% | -3.0% | -16.1% |
| 6M | -43.0% | -59.8% | +16.9% | +2.8% |
| YTD | +46.1% | -19.9% | +66.0% | +73.2% |
| 1Y | +124.7% | -11.5% | +136.2% | +154.4% |
| 3Y | +1,172.1% | +258.1% | +914.0% | +766.5% |
| All | +490.8% | +80.0% | +410.9% | +366.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling