+1,449.6%
NET vs MTZ
+271.1%
+1,178.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.5% |
| 7D | -7.0% | -1.6% | -5.4% | -6.6% |
| 30D | -4.8% | -11.1% | +6.3% | -2.0% |
| 3M | +3.8% | -36.7% | +40.5% | +14.6% |
| 6M | +50.0% | -21.9% | +72.0% | +55.1% |
| YTD | +41.5% | +9.1% | +32.4% | +33.6% |
| 1Y | +32.8% | +30.0% | +2.9% | +19.3% |
| 3Y | +335.9% | +138.5% | +197.4% | +225.9% |
| 5Y | +113.8% | +158.3% | -44.5% | +53.8% |
| All | +1,449.6% | +271.1% | +1,178.5% | +1,031.9% |
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