+4,407.5%
MU vs MTZ
+420.7%
+3,986.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -1.9% |
| 7D | +12.8% | +5.0% | +7.8% | +10.2% |
| 30D | -14.9% | -6.0% | -8.9% | -12.5% |
| 3M | -18.0% | -36.1% | +18.1% | +1.3% |
| 6M | -3.1% | -56.9% | +53.7% | +46.2% |
| YTD | +172.9% | -15.9% | +188.8% | +204.3% |
| 1Y | +228.8% | -3.8% | +232.7% | +246.7% |
| 3Y | +950.8% | +272.3% | +678.6% | +538.3% |
| 5Y | +931.3% | +91.1% | +840.2% | +670.1% |
| All | +4,407.5% | +420.7% | +3,986.8% | +2,098.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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