+3,574.4%
LITE vs MTZ
+923.2%
+2,651.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.5% | -2.6% |
| 7D | +22.6% | +16.5% | +6.1% | +14.1% |
| 30D | -36.8% | -10.2% | -26.6% | -33.5% |
| 3M | -33.0% | -34.2% | +1.1% | -17.8% |
| 6M | -37.1% | -56.0% | +18.9% | -7.2% |
| YTD | +69.5% | -14.8% | +84.3% | +88.9% |
| 1Y | +146.1% | -7.2% | +153.3% | +167.2% |
| 3Y | +1,440.8% | +275.8% | +1,165.1% | +952.2% |
| 5Y | +580.4% | +93.5% | +486.9% | +448.4% |
| 10Y | +1,606.7% | +432.7% | +1,174.0% | +853.0% |
| All | +3,574.4% | +923.2% | +2,651.2% | +1,789.0% |
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 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