+227.5%
LOW vs MTZ
+773.6%
-546.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.7% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | -8.9% | -14.5% | +5.6% | -5.9% |
| 3M | -10.4% | -32.9% | +22.5% | -4.1% |
| 6M | -19.4% | -20.8% | +1.4% | -17.6% |
| YTD | -17.1% | +10.6% | -27.7% | -22.3% |
| 1Y | -26.3% | +27.1% | -53.3% | -33.7% |
| 3Y | -9.9% | +166.1% | -176.0% | -36.7% |
| 5Y | +6.1% | +170.7% | -164.6% | -28.7% |
| All | +227.5% | +773.6% | -546.1% | +44.8% |
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