+1,580.3%
LLY vs MTZ
+729.4%
+851.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.2% |
| 7D | -3.1% | +2.3% | -5.4% | -3.3% |
| 30D | -8.6% | -10.3% | +1.7% | -8.0% |
| 3M | -1.6% | -31.8% | +30.2% | +0.8% |
| 6M | +11.8% | -19.2% | +31.0% | +12.9% |
| YTD | +5.1% | +10.7% | -5.6% | +2.9% |
| 1Y | +50.7% | +37.5% | +13.2% | +44.3% |
| 3Y | +95.7% | +162.4% | -66.7% | +74.0% |
| 5Y | +390.2% | +166.3% | +223.8% | +326.5% |
| 10Y | +1,580.3% | +753.2% | +827.1% | +1,152.5% |
| All | +1,580.3% | +729.4% | +851.0% | +1,152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling