+2,478.0%
MTZ vs BEN
+5,130.7%
-2,652.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.3% | +2.2% | +5.4% |
| 7D | -2.4% | +12.2% | -14.6% | -8.1% |
| 30D | -11.1% | +12.1% | -23.2% | -16.3% |
| 3M | -30.6% | +7.3% | -37.9% | -33.3% |
| 6M | -54.4% | +17.9% | -72.2% | -58.3% |
| YTD | -13.0% | +55.4% | -68.5% | -31.6% |
| 1Y | -5.7% | +69.3% | -75.0% | -28.9% |
| 3Y | +297.2% | +82.8% | +214.3% | +181.3% |
| 5Y | +95.9% | +28.8% | +67.1% | +62.4% |
| 10Y | +492.6% | +53.9% | +438.7% | +331.2% |
| All | +2,478.0% | +5,130.7% | -2,652.8% | +572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling