+697.8%
MTZ vs LSCC
+1,772.4%
-1,074.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.5% |
| 7D | -1.6% | +1.3% | -2.9% | -2.0% |
| 30D | -11.1% | -9.7% | -1.4% | -8.1% |
| 3M | -36.7% | -23.7% | -13.0% | -31.2% |
| 6M | -21.9% | +26.5% | -48.4% | -27.9% |
| YTD | +9.1% | +57.5% | -48.4% | -6.7% |
| 1Y | +30.0% | +75.7% | -45.7% | +7.2% |
| 3Y | +138.5% | +19.5% | +119.0% | +106.2% |
| 5Y | +158.3% | +83.8% | +74.6% | +86.0% |
| All | +697.8% | +1,772.4% | -1,074.6% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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