+398.0%
MTZ vs M
-7.1%
+405.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | +5.0% | +7.0% | -2.0% | +3.1% |
| 30D | -6.0% | +8.9% | -14.9% | -9.0% |
| 3M | -36.1% | +4.5% | -40.6% | -37.6% |
| 6M | -56.9% | +36.2% | -93.1% | -61.2% |
| YTD | -15.9% | +15.1% | -31.0% | -21.3% |
| 1Y | -3.8% | +27.4% | -31.3% | -12.9% |
| 3Y | +272.3% | +160.1% | +112.1% | +159.1% |
| 5Y | +91.1% | -1.6% | +92.6% | +63.4% |
| All | +398.0% | -7.1% | +405.1% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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