+1,390.8%
MTZ vs FIVE
+868.1%
+522.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.8% |
| 7D | -1.6% | +4.3% | -5.8% | -2.7% |
| 30D | -11.1% | +12.5% | -23.6% | -14.0% |
| 3M | -36.7% | +31.2% | -67.9% | -41.3% |
| 6M | -21.9% | +14.4% | -36.3% | -25.6% |
| YTD | +9.1% | +33.9% | -24.8% | -0.2% |
| 1Y | +30.0% | +65.1% | -35.1% | +12.5% |
| 3Y | +138.5% | +49.0% | +89.5% | +99.0% |
| 5Y | +158.3% | +30.3% | +128.1% | +115.2% |
| 10Y | +700.8% | +481.1% | +219.7% | +358.7% |
| All | +1,390.8% | +868.1% | +522.7% | +695.4% |
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 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