+1,665.7%
MTZ vs LVS
+56.6%
+1,609.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.5% | +10.0% | +9.7% |
| 7D | -6.4% | +11.1% | -17.5% | -9.1% |
| 30D | -22.1% | +14.7% | -36.7% | -24.9% |
| 3M | -32.7% | -10.9% | -21.7% | -31.1% |
| 6M | -59.8% | -22.3% | -37.5% | -57.6% |
| YTD | -19.9% | -35.8% | +15.9% | -12.0% |
| 1Y | -11.5% | -33.5% | +22.0% | -3.6% |
| 3Y | +258.1% | -11.7% | +269.8% | +256.7% |
| 5Y | +85.5% | +2.6% | +82.9% | +72.2% |
| 10Y | +492.2% | -11.9% | +504.0% | +459.6% |
| All | +1,665.7% | +56.6% | +1,609.1% | +1,107.2% |
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