+569.6%
MA vs MTZ
+465.6%
+104.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -0.6% |
| 7D | -1.8% | +12.9% | -14.6% | -4.3% |
| 30D | +11.0% | -8.5% | +19.6% | +12.1% |
| 3M | +17.9% | -30.6% | +48.5% | +25.1% |
| 6M | +33.2% | -55.1% | +88.3% | +52.2% |
| YTD | +16.5% | -13.0% | +29.5% | +12.7% |
| 1Y | +19.1% | -4.3% | +23.4% | +12.4% |
| 3Y | +70.6% | +284.0% | -213.5% | +6.4% |
| 5Y | +92.1% | +97.7% | -5.5% | +37.9% |
| 10Y | +569.6% | +444.4% | +125.2% | +247.4% |
| All | +569.6% | +465.6% | +104.0% | +247.4% |
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 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