+766.7%
MTZ vs LYV
+564.6%
+202.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -1.9% | +3.3% | +2.2% |
| 30D | -14.5% | -8.2% | -6.3% | -11.5% |
| 3M | -32.9% | -1.3% | -31.7% | -32.7% |
| 6M | -20.8% | +2.6% | -23.5% | -22.3% |
| YTD | +10.6% | +19.4% | -8.8% | +1.4% |
| 1Y | +27.1% | -2.2% | +29.3% | +25.8% |
| 3Y | +166.1% | +106.0% | +60.1% | +89.5% |
| 5Y | +170.7% | +97.7% | +73.0% | +84.0% |
| All | +766.7% | +564.6% | +202.0% | +239.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling