+5.2%
LOW vs MTZ
+168.2%
-163.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.4% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | -8.9% | -14.5% | +5.6% | -6.9% |
| 3M | -10.4% | -32.9% | +22.5% | -6.2% |
| 6M | -19.4% | -20.8% | +1.4% | -18.5% |
| YTD | -17.1% | +10.6% | -27.7% | -21.3% |
| 1Y | -26.3% | +27.1% | -53.3% | -32.1% |
| 3Y | -9.9% | +166.1% | -176.0% | -31.3% |
| All | +5.2% | +168.2% | -163.0% | -22.4% |
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