+444.4%
MTZ vs FIVE
+535.9%
-91.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.9% |
| 7D | +12.9% | -0.5% | +13.4% | +13.1% |
| 30D | -8.5% | +17.4% | -25.9% | -13.1% |
| 3M | -30.6% | +7.0% | -37.7% | -32.6% |
| 6M | -55.1% | +20.5% | -75.6% | -58.3% |
| YTD | -13.0% | +33.1% | -46.1% | -21.6% |
| 1Y | -4.3% | +67.1% | -71.3% | -19.4% |
| 3Y | +284.0% | +41.9% | +242.1% | +217.1% |
| 5Y | +97.7% | +21.1% | +76.6% | +64.6% |
| 10Y | +444.4% | +518.8% | -74.4% | +184.8% |
| All | +444.4% | +535.9% | -91.5% | +184.8% |
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