-35.7%
U vs MTZ
+432.1%
-467.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +3.1% |
| 7D | +5.5% | +1.4% | +4.2% | +4.9% |
| 30D | -1.3% | -14.5% | +13.2% | +4.6% |
| 3M | +64.6% | -32.9% | +97.5% | +87.0% |
| 6M | +119.4% | -20.8% | +140.2% | +128.3% |
| YTD | -0.5% | +10.6% | -11.1% | -11.5% |
| 1Y | +1.3% | +27.1% | -25.8% | -15.5% |
| 3Y | +15.6% | +166.1% | -150.5% | -33.9% |
| 5Y | -67.5% | +170.7% | -238.1% | -82.3% |
| All | -35.7% | +432.1% | -467.8% | -64.6% |
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