-22.7%
U vs MTZ
+304.6%
-327.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.7% |
| 7D | +2.6% | +5.0% | -2.4% | +0.4% |
| 30D | +27.6% | -6.0% | +33.6% | +28.2% |
| 3M | +15.3% | -36.1% | +51.4% | +34.4% |
| 6M | +96.4% | -56.9% | +153.3% | +160.9% |
| YTD | +19.6% | -15.9% | +35.5% | +16.1% |
| 1Y | +42.1% | -3.8% | +46.0% | +29.9% |
| 3Y | +87.5% | +272.3% | -184.7% | -8.6% |
| 5Y | -73.1% | +91.1% | -164.2% | -83.9% |
| All | -22.7% | +304.6% | -327.3% | -53.5% |
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