+442.2%
MTZ vs P
+691.2%
-248.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | -8.7% | -13.3% | +4.6% | -4.8% |
| 30D | -15.0% | -34.0% | +19.0% | -4.8% |
| 3M | -32.6% | +4.1% | -36.7% | -34.8% |
| 6M | -56.3% | +30.5% | -86.8% | -61.2% |
| YTD | -16.8% | +52.2% | -69.0% | -30.2% |
| 1Y | -10.0% | +10.3% | -20.3% | -18.7% |
| 3Y | +267.1% | +180.9% | +86.3% | +138.5% |
| 5Y | +89.9% | +259.7% | -169.9% | +10.4% |
| 10Y | +442.2% | +652.6% | -210.4% | +152.6% |
| All | +442.2% | +691.2% | -248.9% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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