+171.0%
MTZ vs LYB
-1.6%
+172.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -3.1% | +5.4% | +3.2% |
| 30D | -10.3% | +4.0% | -14.3% | -11.4% |
| 3M | -31.8% | +2.4% | -34.2% | -32.8% |
| 6M | -19.2% | -1.4% | -17.7% | -21.3% |
| YTD | +10.7% | +53.9% | -43.2% | -12.6% |
| 1Y | +37.5% | +26.1% | +11.5% | +18.2% |
| 3Y | +162.4% | -21.0% | +183.4% | +183.5% |
| All | +171.0% | -1.6% | +172.6% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling