+165.2%
MTZ vs LYV
+93.4%
+71.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | -14.5% | -8.2% | -6.3% | -11.9% |
| 3M | -32.9% | -1.3% | -31.7% | -32.7% |
| 6M | -20.8% | +2.6% | -23.5% | -22.1% |
| YTD | +10.6% | +19.4% | -8.8% | +2.6% |
| 1Y | +27.1% | -2.2% | +29.3% | +26.6% |
| 3Y | +166.1% | +106.0% | +60.1% | +99.0% |
| All | +165.2% | +93.4% | +71.9% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling