+17,561.1%
LLY vs MTZ
+3,062.5%
+14,498.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -2.1% | -1.6% | -0.6% | -2.1% |
| 30D | -1.6% | -11.1% | +9.5% | -1.0% |
| 3M | +2.3% | -36.7% | +39.0% | +4.6% |
| 6M | +14.9% | -21.9% | +36.8% | +15.9% |
| YTD | +7.5% | +9.1% | -1.7% | +6.1% |
| 1Y | +55.7% | +30.0% | +25.7% | +51.8% |
| 3Y | +110.6% | +138.5% | -27.9% | +95.7% |
| 5Y | +363.4% | +158.3% | +205.1% | +324.3% |
| 10Y | +1,649.0% | +700.8% | +948.2% | +1,362.2% |
| All | +17,561.1% | +3,062.5% | +14,498.6% | +12,936.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling