+1,174.7%
MPC vs MTZ
+729.4%
+445.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +1.2% |
| 7D | +3.2% | +2.3% | +0.9% | +2.4% |
| 30D | +25.0% | -10.3% | +35.3% | +29.2% |
| 3M | +55.2% | -31.8% | +87.0% | +71.2% |
| 6M | +86.4% | -19.2% | +105.6% | +90.7% |
| YTD | +148.5% | +10.7% | +137.7% | +124.6% |
| 1Y | +121.7% | +37.5% | +84.2% | +82.7% |
| 3Y | +172.9% | +162.4% | +10.5% | +60.5% |
| 5Y | +679.9% | +166.3% | +513.6% | +323.9% |
| 10Y | +1,174.7% | +753.2% | +421.5% | +290.6% |
| All | +1,174.7% | +729.4% | +445.4% | +290.6% |
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