+492.6%
MTZ vs A
+328.7%
+163.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.5% | +7.1% |
| 7D | -2.4% | +4.8% | -7.2% | -4.5% |
| 30D | -11.1% | +5.6% | -16.7% | -13.6% |
| 3M | -30.6% | +23.6% | -54.2% | -38.0% |
| 6M | -54.4% | +56.4% | -110.7% | -64.5% |
| YTD | -13.0% | +33.4% | -46.4% | -26.9% |
| 1Y | -5.7% | +23.7% | -29.4% | -17.5% |
| 3Y | +297.2% | +71.0% | +226.2% | +184.3% |
| 5Y | +95.9% | +16.8% | +79.0% | +67.2% |
| 10Y | +492.6% | +323.8% | +168.9% | +177.7% |
| All | +492.6% | +328.7% | +163.9% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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