+74.5%
MTZ vs S
-51.5%
+126.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -1.3% |
| 7D | +16.5% | +4.1% | +12.4% | +15.9% |
| 30D | -10.2% | -7.2% | -3.0% | -9.5% |
| 3M | -34.2% | 0.0% | -34.1% | -34.7% |
| 6M | -56.0% | +41.6% | -97.6% | -58.8% |
| YTD | -14.8% | +48.6% | -63.4% | -21.5% |
| 1Y | -7.2% | +30.0% | -37.3% | -12.9% |
| 3Y | +275.8% | +42.2% | +233.6% | +246.9% |
| 5Y | +93.5% | -70.8% | +164.3% | +95.1% |
| All | +74.5% | -51.5% | +126.0% | +75.5% |
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