+697.8%
MTZ vs FIVE
+478.4%
+219.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.6% |
| 7D | -1.6% | +4.3% | -5.8% | -2.8% |
| 30D | -11.1% | +12.5% | -23.6% | -14.4% |
| 3M | -36.7% | +31.2% | -67.9% | -41.9% |
| 6M | -21.9% | +14.4% | -36.3% | -26.0% |
| YTD | +9.1% | +33.9% | -24.8% | -1.3% |
| 1Y | +30.0% | +65.1% | -35.1% | +10.4% |
| 3Y | +138.5% | +49.0% | +89.5% | +95.0% |
| 5Y | +158.3% | +30.3% | +128.1% | +110.6% |
| All | +697.8% | +478.4% | +219.4% | +301.9% |
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