+74.8%
MTZ vs LTH
+142.9%
-68.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.9% | +9.9% |
| 7D | -6.4% | +4.5% | -10.9% | -7.9% |
| 30D | -22.1% | +16.3% | -38.4% | -25.7% |
| 3M | -32.7% | +8.4% | -41.1% | -34.6% |
| 6M | -59.8% | +40.3% | -100.1% | -64.0% |
| YTD | -19.9% | +77.3% | -97.2% | -33.9% |
| 1Y | -11.5% | +88.0% | -99.4% | -28.3% |
| 3Y | +258.1% | +274.3% | -16.2% | +138.6% |
| All | +74.8% | +142.9% | -68.1% | +21.3% |
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