+492.6%
MTZ vs KMX
+13.6%
+479.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.1% | +3.5% | +6.8% |
| 7D | -2.4% | -4.1% | +1.7% | -1.3% |
| 30D | -11.1% | +2.9% | -13.9% | -12.5% |
| 3M | -30.6% | -7.0% | -23.6% | -29.6% |
| 6M | -54.4% | +34.1% | -88.5% | -59.9% |
| YTD | -13.0% | +40.0% | -53.1% | -26.7% |
| 1Y | -5.7% | +67.2% | -72.9% | -26.2% |
| 3Y | +297.2% | -13.4% | +310.6% | +280.1% |
| 5Y | +95.9% | -65.1% | +160.9% | +162.3% |
| 10Y | +492.6% | +6.9% | +485.7% | +322.6% |
| All | +492.6% | +13.6% | +479.1% | +322.6% |
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