+739.9%
MTZ vs MTB
+173.2%
+566.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.1% |
| 7D | +3.6% | +2.8% | +0.8% | +1.9% |
| 30D | -9.6% | -4.2% | -5.5% | -7.6% |
| 3M | -31.9% | +7.8% | -39.7% | -35.1% |
| 6M | -13.8% | +14.8% | -28.6% | -20.7% |
| YTD | +13.3% | +20.8% | -7.5% | +0.8% |
| 1Y | +39.3% | +23.1% | +16.2% | +22.4% |
| 3Y | +168.3% | +114.8% | +53.5% | +69.8% |
| 5Y | +166.4% | +103.3% | +63.1% | +61.9% |
| 10Y | +739.9% | +173.0% | +567.0% | +279.9% |
| All | +739.9% | +173.2% | +566.8% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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