+445.8%
MTZ vs LCID
-95.4%
+541.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | -1.6% | -6.6% | +5.0% | -0.9% |
| 30D | -11.1% | -30.1% | +19.1% | -7.8% |
| 3M | -36.7% | -17.6% | -19.1% | -36.4% |
| 6M | -21.9% | -54.4% | +32.5% | -16.8% |
| YTD | +9.1% | -55.7% | +64.8% | +16.0% |
| 1Y | +30.0% | -71.0% | +101.0% | +44.0% |
| 3Y | +138.5% | -92.6% | +231.1% | +187.8% |
| 5Y | +158.3% | -97.6% | +256.0% | +236.7% |
| All | +445.8% | -95.4% | +541.2% | +651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling