+766.7%
MTZ vs LYB
+48.3%
+718.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +4.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -14.5% | +2.5% | -16.9% | -15.6% |
| 3M | -32.9% | +1.4% | -34.3% | -34.4% |
| 6M | -20.8% | -3.5% | -17.4% | -23.2% |
| YTD | +10.6% | +52.0% | -41.4% | -17.9% |
| 1Y | +27.1% | +22.1% | +5.0% | +5.1% |
| 3Y | +166.1% | -22.8% | +188.9% | +176.7% |
| 5Y | +170.7% | -3.4% | +174.0% | +140.6% |
| All | +766.7% | +48.3% | +718.4% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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