+21,831.6%
LLY vs MTZ
+2,368.0%
+19,463.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +4.6% | +16.5% | -11.9% | +3.6% |
| 30D | +22.4% | -10.2% | +32.6% | +22.9% |
| 3M | +17.1% | -34.2% | +51.3% | +19.6% |
| 6M | +44.6% | -56.0% | +100.6% | +50.7% |
| YTD | +33.5% | -14.8% | +48.3% | +33.3% |
| 1Y | +41.1% | -7.2% | +48.4% | +40.2% |
| 3Y | +143.8% | +275.8% | -132.0% | +120.2% |
| 5Y | +473.4% | +93.5% | +379.9% | +432.9% |
| 10Y | +2,035.0% | +432.7% | +1,602.3% | +1,723.3% |
| All | +21,831.6% | +2,368.0% | +19,463.6% | +16,280.0% |
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