+37.5%
MTZ vs LVS
-17.6%
+55.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | +2.3% | -2.7% | +5.0% | +2.7% |
| 30D | -10.3% | -4.7% | -5.6% | -9.8% |
| 3M | -31.8% | -15.6% | -16.3% | -29.8% |
| 6M | -19.2% | -18.6% | -0.5% | -16.4% |
| YTD | +10.7% | -32.3% | +43.0% | +18.4% |
| 1Y | +37.5% | -18.0% | +55.6% | +41.1% |
| All | +37.5% | -17.6% | +55.1% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling