+57.3%
LLY vs MTZ
-14.7%
+72.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.4% | +16.0% | 0.0% |
| 7D | +10.1% | -7.4% | +17.5% | +9.8% |
| 30D | +24.0% | -23.6% | +47.7% | +23.0% |
| 3M | +27.3% | -38.3% | +65.6% | +25.5% |
| 6M | +47.0% | -60.6% | +107.6% | +48.4% |
| YTD | +32.6% | -22.9% | +55.5% | +39.1% |
| 1Y | +57.3% | -14.3% | +71.6% | +65.3% |
| All | +57.3% | -14.7% | +72.0% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling