+739.9%
MTZ vs RUN
+46.3%
+693.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +3.2% |
| 7D | +3.6% | +10.2% | -6.6% | +1.8% |
| 30D | -9.6% | -9.6% | 0.0% | -8.2% |
| 3M | -31.9% | -31.5% | -0.4% | -27.9% |
| 6M | -13.8% | -18.7% | +4.9% | -11.6% |
| YTD | +13.3% | -49.9% | +63.1% | +22.3% |
| 1Y | +39.3% | -45.5% | +84.8% | +46.6% |
| 3Y | +168.3% | -34.1% | +202.4% | +125.9% |
| 5Y | +166.4% | -79.4% | +245.8% | +153.6% |
| 10Y | +739.9% | +48.9% | +691.0% | +328.2% |
| All | +739.9% | +46.3% | +693.6% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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