+69.4%
MTZ vs FIVE
+15.3%
+54.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -4.2% |
| 7D | -10.6% | -1.7% | -8.9% | -10.5% |
| 30D | -30.4% | +14.9% | -45.3% | -33.1% |
| 3M | -40.4% | +7.6% | -48.0% | -42.0% |
| 6M | -63.7% | +6.4% | -70.1% | -64.8% |
| YTD | -26.9% | +28.1% | -55.0% | -32.6% |
| 1Y | -20.2% | +54.7% | -74.9% | -30.0% |
| 3Y | +208.1% | +36.1% | +172.1% | +163.8% |
| 5Y | +69.4% | +14.9% | +54.5% | +50.1% |
| All | +69.4% | +15.3% | +54.1% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling