+936.9%
MTZ vs LII
+3,124.4%
-2,187.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +1.6% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -11.1% | -12.6% | +1.5% | -5.3% |
| 3M | -36.7% | -24.4% | -12.3% | -28.8% |
| 6M | -21.9% | -28.7% | +6.8% | -10.2% |
| YTD | +9.1% | -19.1% | +28.3% | +17.5% |
| 1Y | +30.0% | -29.7% | +59.7% | +48.8% |
| 3Y | +138.5% | +4.8% | +133.7% | +121.3% |
| 5Y | +158.3% | +24.6% | +133.8% | +114.5% |
| 10Y | +700.8% | +169.2% | +531.6% | +367.7% |
| All | +936.9% | +3,124.4% | -2,187.5% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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