+3,178.3%
MTZ vs LUMN
+156.1%
+3,022.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.1% |
| 7D | +1.4% | +2.5% | -1.2% | +0.7% |
| 30D | -14.5% | +10.3% | -24.8% | -16.7% |
| 3M | -32.9% | -18.3% | -14.7% | -29.6% |
| 6M | -20.8% | +4.4% | -25.2% | -22.4% |
| YTD | +10.6% | -10.7% | +21.3% | +10.4% |
| 1Y | +27.1% | +14.0% | +13.1% | +16.7% |
| 3Y | +166.1% | +406.6% | -240.4% | +24.2% |
| 5Y | +170.7% | -36.8% | +207.5% | +124.3% |
| 10Y | +752.2% | -56.2% | +808.4% | +613.6% |
| All | +3,178.3% | +156.1% | +3,022.2% | +1,902.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling