+404.4%
MTZ vs BEN
+58.0%
+346.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.5% |
| 7D | +16.5% | +11.3% | +5.1% | +9.8% |
| 30D | -10.2% | +15.0% | -25.2% | -17.5% |
| 3M | -34.2% | +7.8% | -42.0% | -37.3% |
| 6M | -56.0% | +15.5% | -71.5% | -59.9% |
| YTD | -14.8% | +55.4% | -70.2% | -35.7% |
| 1Y | -7.2% | +63.3% | -70.5% | -32.0% |
| 3Y | +275.8% | +83.4% | +192.3% | +147.6% |
| 5Y | +93.5% | +28.1% | +65.4% | +54.2% |
| All | +404.4% | +58.0% | +346.3% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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