+285.3%
MTZ vs LTH
+249.2%
+36.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +12.9% | +0.3% | +12.6% | +12.7% |
| 30D | -8.5% | +17.7% | -26.3% | -13.5% |
| 3M | -30.6% | +8.5% | -39.1% | -32.8% |
| 6M | -55.1% | +46.9% | -102.0% | -61.2% |
| YTD | -13.0% | +78.8% | -91.7% | -31.2% |
| 1Y | -4.3% | +84.9% | -89.2% | -25.5% |
| All | +285.3% | +249.2% | +36.1% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling