+64.1%
MTZ vs S
-52.7%
+116.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +9.3% |
| 7D | -6.4% | -13.4% | +7.0% | -4.8% |
| 30D | -22.1% | -14.0% | -8.1% | -20.7% |
| 3M | -32.7% | +4.9% | -37.5% | -33.7% |
| 6M | -59.8% | +42.0% | -101.8% | -62.4% |
| YTD | -19.9% | +45.1% | -65.0% | -26.0% |
| 1Y | -11.5% | +33.1% | -44.5% | -17.2% |
| 3Y | +258.1% | +40.6% | +217.5% | +231.1% |
| 5Y | +85.5% | -67.5% | +153.0% | +86.7% |
| All | +64.1% | -52.7% | +116.8% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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