+2,305.6%
MTZ vs LVS
+69.2%
+2,236.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | -1.5% | -0.1% | -1.2% |
| 30D | -11.1% | -3.2% | -7.9% | -10.5% |
| 3M | -36.7% | -12.0% | -24.7% | -34.9% |
| 6M | -21.9% | -19.9% | -2.0% | -18.0% |
| YTD | +9.1% | -30.6% | +39.8% | +18.1% |
| 1Y | +30.0% | -17.7% | +47.7% | +34.4% |
| 3Y | +138.5% | -14.2% | +152.7% | +140.2% |
| 5Y | +158.3% | +9.6% | +148.7% | +135.9% |
| 10Y | +700.8% | +5.7% | +695.1% | +629.1% |
| All | +2,305.6% | +69.2% | +2,236.4% | +1,520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling