+766.7%
MTZ vs LUV
+20.2%
+746.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.9% |
| 7D | +1.4% | -1.0% | +2.3% | +1.7% |
| 30D | -14.5% | -12.4% | -2.1% | -9.5% |
| 3M | -32.9% | -11.0% | -22.0% | -29.6% |
| 6M | -20.8% | -5.0% | -15.9% | -20.1% |
| YTD | +10.6% | -3.8% | +14.4% | +8.8% |
| 1Y | +27.1% | +25.9% | +1.2% | +9.4% |
| 3Y | +166.1% | +42.2% | +123.9% | +104.1% |
| 5Y | +170.7% | -10.8% | +181.4% | +151.7% |
| All | +766.7% | +20.2% | +746.4% | +581.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling