+476.5%
V vs MTZ
+427.4%
+49.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.9% |
| 7D | -0.4% | +16.5% | -16.8% | -3.1% |
| 30D | +6.3% | -10.2% | +16.5% | +7.6% |
| 3M | +17.2% | -34.2% | +51.3% | +24.7% |
| 6M | +29.2% | -56.0% | +85.2% | +46.0% |
| YTD | +20.8% | -14.8% | +35.6% | +18.0% |
| 1Y | +25.0% | -7.2% | +32.2% | +19.7% |
| 3Y | +75.3% | +275.8% | -200.5% | +16.9% |
| 5Y | +105.8% | +93.5% | +12.3% | +54.6% |
| All | +476.5% | +427.4% | +49.2% | +211.4% |
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