+113.7%
MTZ vs LTH
+183.0%
-69.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +8.7% |
| 7D | -2.4% | +7.0% | -9.4% | -4.6% |
| 30D | -11.1% | +15.4% | -26.5% | -15.0% |
| 3M | -30.6% | +7.0% | -37.6% | -32.4% |
| 6M | -54.4% | +46.9% | -101.2% | -59.7% |
| YTD | -13.0% | +76.4% | -89.4% | -28.0% |
| 1Y | -5.7% | +83.7% | -89.4% | -23.0% |
| 3Y | +297.2% | +248.9% | +48.3% | +170.5% |
| 5Y | +95.9% | +141.8% | -45.9% | +36.1% |
| All | +113.7% | +183.0% | -69.2% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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