+1,166.2%
MPC vs MTZ
+427.4%
+738.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.6% | +3.2% |
| 7D | +9.4% | +16.5% | -7.0% | +3.8% |
| 30D | -13.4% | -10.2% | -3.2% | -11.0% |
| 3M | +18.9% | -34.2% | +53.0% | +34.1% |
| 6M | +64.9% | -56.0% | +120.9% | +107.3% |
| YTD | +156.8% | -14.8% | +171.7% | +149.5% |
| 1Y | +113.2% | -7.2% | +120.4% | +99.8% |
| 3Y | +201.8% | +275.8% | -74.0% | +47.8% |
| 5Y | +601.4% | +93.5% | +507.9% | +322.0% |
| All | +1,166.2% | +427.4% | +738.9% | +364.5% |
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