-14.3%
MTZ vs LYV
+25.0%
-39.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.4% | -17.8% | -15.8% |
| 7D | -7.4% | +6.2% | -13.6% | -8.5% |
| 30D | -23.6% | +7.3% | -30.9% | -24.7% |
| 3M | -38.3% | -0.3% | -38.0% | -38.3% |
| 6M | -60.6% | +16.2% | -76.8% | -61.5% |
| YTD | -22.9% | +28.5% | -51.4% | -24.6% |
| 1Y | -14.3% | +21.5% | -35.8% | -16.4% |
| All | -14.3% | +25.0% | -39.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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