+87.8%
AAPL vs MTZ
+160.5%
-72.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.4% |
| 7D | +3.8% | +1.4% | +2.5% | +3.6% |
| 30D | +9.9% | -14.5% | +24.4% | +11.7% |
| 3M | +12.5% | -32.9% | +45.4% | +16.6% |
| 6M | +27.6% | -20.8% | +48.5% | +29.0% |
| YTD | +22.6% | +10.6% | +12.0% | +18.1% |
| 1Y | +45.0% | +27.1% | +17.9% | +36.7% |
| 3Y | +87.8% | +166.1% | -78.4% | +65.8% |
| All | +87.8% | +160.5% | -72.7% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling