+562.5%
LITE vs MTZ
+89.4%
+473.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -3.6% |
| 7D | +10.8% | +5.0% | +5.8% | +7.6% |
| 30D | -33.4% | -6.0% | -27.4% | -31.1% |
| 3M | -32.2% | -36.1% | +3.9% | -8.4% |
| 6M | -42.1% | -56.9% | +14.8% | -0.2% |
| YTD | +61.9% | -15.9% | +77.8% | +86.4% |
| 1Y | +163.0% | -3.8% | +166.8% | +182.9% |
| 3Y | +1,358.0% | +272.3% | +1,085.8% | +865.3% |
| All | +562.5% | +89.4% | +473.1% | +401.0% |
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 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