+404.4%
MTZ vs LVS
-12.8%
+417.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.3% |
| 7D | +16.5% | -3.9% | +20.3% | +18.1% |
| 30D | -10.2% | +7.1% | -17.2% | -13.2% |
| 3M | -34.2% | -13.2% | -21.0% | -31.2% |
| 6M | -56.0% | -22.8% | -33.1% | -52.0% |
| YTD | -14.8% | -38.0% | +23.2% | 0.0% |
| 1Y | -7.2% | -39.5% | +32.2% | +10.0% |
| 3Y | +275.8% | -12.2% | +287.9% | +266.6% |
| 5Y | +93.5% | +6.4% | +87.1% | +61.1% |
| All | +404.4% | -12.8% | +417.2% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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