+76.3%
MMM vs MTZ
+420.7%
-344.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -0.4% | +5.0% | -5.4% | -1.5% |
| 30D | +12.1% | -6.0% | +18.2% | +12.4% |
| 3M | +1.4% | -36.1% | +37.5% | +10.2% |
| 6M | +26.6% | -56.9% | +83.4% | +47.9% |
| YTD | +16.8% | -15.9% | +32.7% | +15.0% |
| 1Y | +10.1% | -3.8% | +13.9% | +4.6% |
| 3Y | +158.4% | +272.3% | -113.8% | +69.6% |
| 5Y | +43.1% | +91.1% | -48.0% | +6.7% |
| All | +76.3% | +420.7% | -344.4% | +1.1% |
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