+398.0%
MTZ vs ALL
+377.9%
+20.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | +5.0% | +5.0% | 0.0% | +2.6% |
| 30D | -6.0% | +13.3% | -19.3% | -12.0% |
| 3M | -36.1% | +3.2% | -39.3% | -37.8% |
| 6M | -56.9% | +25.3% | -82.2% | -62.9% |
| YTD | -15.9% | +30.5% | -46.4% | -29.9% |
| 1Y | -3.8% | +29.2% | -33.0% | -19.6% |
| 3Y | +272.3% | +119.1% | +153.2% | +114.9% |
| 5Y | +91.1% | +162.6% | -71.5% | -8.6% |
| All | +398.0% | +377.9% | +20.1% | +63.5% |
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