+994.3%
MTZ vs FIVE
+822.5%
+171.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.6% |
| 7D | -6.4% | -0.3% | -6.2% | -6.7% |
| 30D | -22.1% | +17.7% | -39.7% | -25.7% |
| 3M | -32.7% | +4.0% | -36.7% | -34.0% |
| 6M | -59.8% | +2.6% | -62.4% | -60.8% |
| YTD | -19.9% | +27.6% | -47.5% | -26.3% |
| 1Y | -11.5% | +59.9% | -71.4% | -23.3% |
| 3Y | +258.1% | +35.8% | +222.3% | +204.3% |
| 5Y | +85.5% | +14.4% | +71.1% | +59.2% |
| 10Y | +492.2% | +576.1% | -84.0% | +231.0% |
| All | +994.3% | +822.5% | +171.8% | +487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling