+75.0%
LMT vs MTZ
+159.0%
-84.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -10.8% | -14.8% | +4.1% | -10.4% |
| 3M | +1.6% | -30.8% | +32.4% | +2.2% |
| 6M | -17.6% | -22.6% | +5.1% | -17.6% |
| YTD | +11.6% | +6.8% | +4.8% | +9.9% |
| 1Y | +17.2% | +22.1% | -4.9% | +14.8% |
| 3Y | +35.7% | +153.1% | -117.4% | +28.6% |
| All | +75.0% | +159.0% | -84.1% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling