+185.8%
LMT vs MTZ
+773.6%
-587.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -13.1% | -14.5% | +1.4% | -11.7% |
| 3M | -3.9% | -32.9% | +29.1% | -0.7% |
| 6M | -18.3% | -20.8% | +2.6% | -17.5% |
| YTD | +10.3% | +10.6% | -0.3% | +6.9% |
| 1Y | +14.2% | +27.1% | -12.8% | +8.5% |
| 3Y | +35.0% | +166.1% | -131.2% | +13.7% |
| 5Y | +73.2% | +170.7% | -97.4% | +41.5% |
| All | +185.8% | +773.6% | -587.8% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling