+168.2%
MTZ vs LTH
+160.9%
+7.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | -11.1% | -4.6% | -6.5% | -9.9% |
| 3M | -36.7% | +32.8% | -69.5% | -42.1% |
| 6M | -21.9% | +64.6% | -86.6% | -33.4% |
| YTD | +9.1% | +62.6% | -53.5% | -7.0% |
| 1Y | +30.0% | +49.9% | -20.0% | +13.1% |
| 3Y | +138.5% | +151.3% | -12.9% | +76.2% |
| All | +168.2% | +160.9% | +7.3% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling