+3,068.2%
LITE vs MTZ
+862.4%
+2,205.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.5% | -3.9% | +1.0% |
| 7D | -35.9% | -6.4% | -29.5% | -34.2% |
| 30D | -51.5% | -22.1% | -29.5% | -45.5% |
| 3M | -35.7% | -32.7% | -3.0% | -21.9% |
| 6M | -43.0% | -59.8% | +16.9% | -12.3% |
| YTD | +46.1% | -19.9% | +66.0% | +67.4% |
| 1Y | +124.7% | -11.5% | +136.2% | +149.1% |
| 3Y | +1,172.1% | +258.1% | +914.0% | +789.4% |
| 5Y | +477.0% | +85.5% | +391.5% | +374.0% |
| 10Y | +1,465.7% | +492.2% | +973.5% | +778.0% |
| All | +3,068.2% | +862.4% | +2,205.8% | +1,573.1% |
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