+398.0%
MTZ vs FIVE
+504.2%
-106.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +5.0% | +2.7% | +2.3% | +4.3% |
| 30D | -6.0% | +12.7% | -18.7% | -9.6% |
| 3M | -36.1% | +2.1% | -38.2% | -37.1% |
| 6M | -56.9% | +17.5% | -74.3% | -59.6% |
| YTD | -15.9% | +31.0% | -46.9% | -23.9% |
| 1Y | -3.8% | +67.7% | -71.6% | -19.1% |
| 3Y | +272.3% | +43.4% | +228.9% | +206.3% |
| 5Y | +91.1% | +18.1% | +73.0% | +60.3% |
| All | +398.0% | +504.2% | -106.1% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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