+492.6%
MTZ vs ALL
+367.3%
+125.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.8% |
| 7D | -2.4% | -3.9% | +1.4% | -1.2% |
| 30D | -11.1% | +10.6% | -21.7% | -15.9% |
| 3M | -30.6% | -4.6% | -26.1% | -30.1% |
| 6M | -54.4% | +20.2% | -74.6% | -60.0% |
| YTD | -13.0% | +23.7% | -36.7% | -25.8% |
| 1Y | -5.7% | +27.9% | -33.6% | -21.2% |
| 3Y | +297.2% | +109.2% | +188.0% | +133.3% |
| 5Y | +95.9% | +148.0% | -52.1% | -4.0% |
| 10Y | +492.6% | +363.8% | +128.9% | +77.0% |
| All | +492.6% | +367.3% | +125.3% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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