+2,214.2%
MTZ vs LYV
+1,445.4%
+768.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | +2.3% | -5.3% | +7.6% | +4.3% |
| 30D | -10.3% | -7.9% | -2.4% | -7.6% |
| 3M | -31.8% | +4.5% | -36.3% | -33.1% |
| 6M | -19.2% | +2.5% | -21.7% | -20.4% |
| YTD | +10.7% | +19.3% | -8.6% | +2.8% |
| 1Y | +37.5% | -0.2% | +37.7% | +35.2% |
| 3Y | +162.4% | +110.0% | +52.3% | +95.1% |
| 5Y | +166.3% | +96.8% | +69.5% | +93.7% |
| 10Y | +753.2% | +559.9% | +193.3% | +278.5% |
| All | +2,214.2% | +1,445.4% | +768.9% | +612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling