+442.2%
MTZ vs KMX
+6.5%
+435.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.5% | -4.4% |
| 7D | -8.7% | +1.5% | -10.2% | -9.4% |
| 30D | -15.0% | +3.0% | -18.0% | -16.3% |
| 3M | -32.6% | -7.8% | -24.8% | -31.4% |
| 6M | -56.3% | +34.3% | -90.7% | -61.6% |
| YTD | -16.8% | +40.2% | -57.0% | -29.9% |
| 1Y | -10.0% | +63.0% | -73.0% | -28.8% |
| 3Y | +267.1% | -14.5% | +281.6% | +253.2% |
| 5Y | +89.9% | -64.3% | +154.2% | +151.6% |
| 10Y | +442.2% | +2.8% | +439.5% | +305.8% |
| All | +442.2% | +6.5% | +435.8% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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