+70.3%
T vs MTZ
+773.6%
-703.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.6% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | +7.5% | -14.5% | +21.9% | +9.1% |
| 3M | +14.8% | -32.9% | +47.8% | +18.6% |
| 6M | -1.7% | -20.8% | +19.1% | -1.0% |
| YTD | +8.7% | +10.6% | -1.9% | +4.7% |
| 1Y | -7.5% | +27.1% | -34.5% | -12.8% |
| 3Y | +110.2% | +166.1% | -55.9% | +70.6% |
| 5Y | +71.6% | +170.7% | -99.0% | +34.5% |
| All | +70.3% | +773.6% | -703.3% | +5.1% |
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 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