+95.6%
LLY vs MTZ
+165.0%
-69.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -2.4% |
| 7D | -3.1% | +3.6% | -6.7% | -3.3% |
| 30D | -5.1% | -9.6% | +4.6% | -4.7% |
| 3M | -2.1% | -31.9% | +29.9% | -0.2% |
| 6M | +13.8% | -13.8% | +27.7% | +14.3% |
| YTD | +5.1% | +13.3% | -8.2% | +3.2% |
| 1Y | +53.1% | +39.3% | +13.8% | +47.3% |
| 3Y | +95.6% | +168.3% | -72.7% | +95.5% |
| All | +95.6% | +165.0% | -69.4% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling