+2,050.0%
LLY vs MTZ
+465.6%
+1,584.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | 0.0% |
| 7D | +1.4% | +12.9% | -11.5% | +0.4% |
| 30D | +21.5% | -8.5% | +30.1% | +22.0% |
| 3M | +18.5% | -30.6% | +49.1% | +21.2% |
| 6M | +49.1% | -55.1% | +104.2% | +57.3% |
| YTD | +34.4% | -13.0% | +47.4% | +33.6% |
| 1Y | +46.3% | -4.3% | +50.6% | +44.1% |
| 3Y | +145.5% | +284.0% | -138.6% | +110.5% |
| 5Y | +472.7% | +97.7% | +375.0% | +411.0% |
| 10Y | +2,050.0% | +444.4% | +1,605.5% | +1,715.7% |
| All | +2,050.0% | +465.6% | +1,584.4% | +1,715.7% |
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