-63.7%
MTZ vs LTH
+77.0%
-140.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -5.9% | -5.1% |
| 7D | -10.6% | +5.3% | -15.9% | -9.6% |
| 30D | -30.4% | +18.3% | -48.6% | -29.7% |
| 3M | -40.4% | +5.4% | -45.8% | -39.5% |
| 6M | -63.7% | +62.5% | -126.2% | -66.8% |
| All | -63.7% | +77.0% | -140.7% | -66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling