+46.3%
LLY vs MTZ
-4.6%
+50.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.5% |
| 7D | +1.4% | +12.9% | -11.5% | +1.7% |
| 30D | +21.5% | -8.5% | +30.1% | +21.1% |
| 3M | +18.5% | -30.6% | +49.1% | +17.3% |
| 6M | +49.1% | -55.1% | +104.2% | +51.3% |
| YTD | +34.4% | -13.0% | +47.4% | +40.1% |
| 1Y | +46.3% | -4.3% | +50.6% | +49.8% |
| All | +46.3% | -4.6% | +50.9% | +49.8% |
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