+501.4%
MTZ vs LSCC
+1,244.7%
-743.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.1% | +2.4% | +7.2% |
| 7D | -6.4% | +13.0% | -19.4% | -10.2% |
| 30D | -22.1% | -19.8% | -2.2% | -16.8% |
| 3M | -32.7% | -18.4% | -14.3% | -28.7% |
| 6M | -59.8% | -16.1% | -43.7% | -58.0% |
| YTD | -19.9% | +42.7% | -62.6% | -30.0% |
| 1Y | -11.5% | +68.0% | -79.5% | -26.5% |
| 3Y | +258.1% | +85.8% | +172.2% | +171.9% |
| 5Y | +85.5% | +28.0% | +57.5% | +46.8% |
| All | +501.4% | +1,244.7% | -743.3% | +173.7% |
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