+316.1%
MTZ vs LCID
-96.3%
+412.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -9.1% | -4.8% |
| 7D | -8.7% | +24.8% | -33.5% | -11.0% |
| 30D | -15.0% | -0.5% | -14.4% | -15.4% |
| 3M | -32.6% | -43.0% | +10.4% | -29.0% |
| 6M | -56.3% | -40.5% | -15.8% | -54.9% |
| YTD | -16.8% | -64.3% | +47.5% | -10.1% |
| 1Y | -10.0% | -78.1% | +68.0% | +2.2% |
| 3Y | +267.1% | -90.1% | +357.2% | +330.7% |
| 5Y | +89.9% | -99.1% | +188.9% | +155.6% |
| All | +316.1% | -96.3% | +412.4% | +482.5% |
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