+25.9%
LMT vs MTZ
-14.7%
+40.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -15.4% | +8.5% | -6.8% |
| 7D | -5.5% | -7.4% | +1.9% | -5.1% |
| 30D | +17.5% | -23.6% | +41.1% | +17.6% |
| 3M | +1.6% | -38.3% | +39.9% | +1.5% |
| 6M | +16.3% | -60.6% | +76.9% | +15.3% |
| YTD | +25.3% | -22.9% | +48.1% | +18.3% |
| 1Y | +25.9% | -14.3% | +40.1% | +19.7% |
| All | +25.9% | -14.7% | +40.5% | +19.7% |
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 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