+425.7%
META vs MTZ
+544.1%
-118.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.6% | -3.5% | +3.3% |
| 7D | +5.7% | -2.4% | +8.1% | +5.8% |
| 30D | -10.8% | -11.1% | +0.3% | -9.0% |
| 3M | +8.4% | -30.6% | +39.0% | +16.1% |
| 6M | +5.4% | -54.4% | +59.8% | +21.6% |
| YTD | -2.6% | -13.0% | +10.4% | -4.9% |
| 1Y | +3.5% | -5.7% | +9.2% | -1.2% |
| 3Y | +102.0% | +297.2% | -195.2% | +34.0% |
| 5Y | +93.1% | +95.9% | -2.8% | +45.8% |
| 10Y | +425.7% | +492.6% | -67.0% | +217.1% |
| All | +425.7% | +544.1% | -118.5% | +217.1% |
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 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