+1,319.3%
MU vs MTZ
+165.9%
+1,153.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -3.9% |
| 7D | +7.2% | +3.6% | +3.6% | +4.9% |
| 30D | +14.0% | -9.6% | +23.6% | +21.0% |
| 3M | +5.4% | -31.9% | +37.3% | +33.1% |
| 6M | +170.3% | -13.8% | +184.1% | +202.3% |
| YTD | +250.7% | +13.3% | +237.4% | +240.3% |
| 1Y | +662.1% | +39.3% | +622.8% | +570.1% |
| 3Y | +1,341.2% | +168.3% | +1,172.9% | +861.2% |
| 5Y | +1,319.3% | +166.4% | +1,152.9% | +778.0% |
| All | +1,319.3% | +165.9% | +1,153.5% | +778.0% |
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