+11,258.0%
LMT vs MTZ
+3,109.1%
+8,149.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -2.1% |
| 7D | -1.3% | +2.3% | -3.6% | -1.5% |
| 30D | -12.5% | -10.3% | -2.2% | -12.0% |
| 3M | -0.5% | -31.8% | +31.4% | +1.2% |
| 6M | -20.0% | -19.2% | -0.8% | -19.6% |
| YTD | +10.4% | +10.7% | -0.3% | +9.0% |
| 1Y | +17.7% | +37.5% | -19.8% | +14.7% |
| 3Y | +34.3% | +162.4% | -128.1% | +24.8% |
| 5Y | +71.8% | +166.3% | -94.5% | +58.2% |
| 10Y | +187.0% | +753.2% | -566.2% | +144.6% |
| All | +11,258.0% | +3,109.1% | +8,149.0% | +9,139.1% |
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