+5,083.9%
LITE vs MTZ
+1,211.2%
+3,872.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.0% |
| 7D | -1.5% | -1.6% | 0.0% | -0.7% |
| 30D | +6.7% | -11.1% | +17.7% | +13.3% |
| 3M | -6.8% | -36.7% | +30.0% | +15.5% |
| 6M | +29.4% | -21.9% | +51.4% | +47.6% |
| YTD | +139.1% | +9.1% | +130.0% | +136.0% |
| 1Y | +521.0% | +30.0% | +491.0% | +477.8% |
| 3Y | +1,535.3% | +138.5% | +1,396.8% | +1,127.8% |
| 5Y | +889.8% | +158.3% | +731.5% | +595.1% |
| 10Y | +2,400.7% | +700.8% | +1,699.9% | +1,109.5% |
| All | +5,083.9% | +1,211.2% | +3,872.7% | +2,259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling