+30.0%
MTZ vs LUMN
+42.5%
-12.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.6% |
| 7D | -1.6% | +12.1% | -13.7% | -4.6% |
| 30D | -11.1% | +11.3% | -22.4% | -13.8% |
| 3M | -36.7% | -31.6% | -5.1% | -31.6% |
| 6M | -21.9% | -2.7% | -19.2% | -21.7% |
| YTD | +9.1% | -12.9% | +22.0% | +10.3% |
| 1Y | +30.0% | +36.2% | -6.3% | +15.9% |
| All | +30.0% | +42.5% | -12.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling