+911.7%
MU vs MTZ
+88.6%
+823.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +1.5% |
| 7D | -15.2% | -8.7% | -6.5% | -10.8% |
| 30D | -29.5% | -15.0% | -14.6% | -23.0% |
| 3M | -15.8% | -32.6% | +16.8% | +4.7% |
| 6M | -2.9% | -56.3% | +53.5% | +56.5% |
| YTD | +154.2% | -16.8% | +171.1% | +191.2% |
| 1Y | +186.6% | -10.0% | +196.6% | +216.7% |
| 3Y | +871.5% | +267.1% | +604.4% | +502.0% |
| 5Y | +911.7% | +89.9% | +821.8% | +656.1% |
| All | +911.7% | +88.6% | +823.1% | +656.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling