+374.8%
META vs MTZ
+697.0%
-322.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +4.8% | -11.1% | +15.8% | +7.2% |
| 3M | -1.6% | -36.7% | +35.1% | +6.4% |
| 6M | -7.5% | -21.9% | +14.5% | -5.4% |
| YTD | -6.4% | +9.1% | -15.5% | -12.1% |
| 1Y | -17.3% | +30.0% | -47.3% | -26.0% |
| 3Y | +109.9% | +138.5% | -28.5% | +58.2% |
| 5Y | +65.4% | +158.3% | -93.0% | +19.1% |
| All | +374.8% | +697.0% | -322.2% | +173.2% |
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