+335.3%
MTZ vs LCID
-96.4%
+431.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +4.9% |
| 7D | +12.9% | +8.9% | +4.0% | +11.8% |
| 30D | -8.5% | +6.8% | -15.4% | -9.7% |
| 3M | -30.6% | -45.2% | +14.6% | -26.6% |
| 6M | -55.1% | -39.1% | -16.0% | -53.8% |
| YTD | -13.0% | -65.3% | +52.3% | -5.7% |
| 1Y | -4.3% | -78.4% | +74.1% | +8.9% |
| 3Y | +284.0% | -90.3% | +374.4% | +351.8% |
| 5Y | +97.7% | -99.2% | +196.8% | +167.6% |
| All | +335.3% | -96.4% | +431.7% | +510.9% |
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