+492.6%
MTZ vs M
+3.7%
+488.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.5% | +6.4% |
| 7D | -2.4% | +2.5% | -5.0% | -3.6% |
| 30D | -11.1% | +10.1% | -21.2% | -14.2% |
| 3M | -30.6% | -0.9% | -29.7% | -31.2% |
| 6M | -54.4% | +30.2% | -84.5% | -58.4% |
| YTD | -13.0% | +16.3% | -29.3% | -18.8% |
| 1Y | -5.7% | +27.0% | -32.6% | -14.4% |
| 3Y | +297.2% | +154.5% | +142.7% | +178.0% |
| 5Y | +95.9% | -1.1% | +97.0% | +67.2% |
| 10Y | +492.6% | +0.5% | +492.1% | +297.8% |
| All | +492.6% | +3.7% | +488.9% | +297.8% |
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