+320.6%
MTZ vs LCID
-97.1%
+417.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.2% | +8.0% | -0.3% |
| 7D | +5.0% | -10.2% | +15.2% | +6.0% |
| 30D | -6.0% | -10.2% | +4.2% | -5.6% |
| 3M | -36.1% | -54.1% | +18.0% | -31.2% |
| 6M | -56.9% | -53.8% | -3.1% | -54.3% |
| YTD | -15.9% | -72.0% | +56.1% | -6.8% |
| 1Y | -3.8% | -80.5% | +76.7% | +10.5% |
| 3Y | +272.3% | -92.6% | +364.8% | +349.5% |
| 5Y | +91.1% | -99.3% | +190.4% | +164.2% |
| All | +320.6% | -97.1% | +417.7% | +503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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