+89.9%
MTZ vs LTH
+145.7%
-55.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.5% | -4.6% |
| 7D | -8.7% | +6.4% | -15.1% | -10.6% |
| 30D | -15.0% | +16.7% | -31.7% | -19.0% |
| 3M | -32.6% | +11.7% | -44.3% | -35.1% |
| 6M | -56.3% | +48.5% | -104.9% | -61.6% |
| YTD | -16.8% | +78.4% | -95.2% | -31.5% |
| 1Y | -10.0% | +89.7% | -99.7% | -27.4% |
| 3Y | +267.1% | +245.6% | +21.5% | +149.6% |
| 5Y | +89.9% | +142.7% | -52.8% | +31.9% |
| All | +89.9% | +145.7% | -55.8% | +31.9% |
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