+124.8%
AAPL vs MTZ
+156.0%
-31.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +4.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | +7.1% | -14.8% | +21.9% | +9.8% |
| 3M | +12.1% | -30.8% | +42.9% | +17.6% |
| 6M | +25.4% | -22.6% | +48.1% | +28.2% |
| YTD | +20.5% | +6.8% | +13.6% | +14.8% |
| 1Y | +44.5% | +22.1% | +22.4% | +33.5% |
| 3Y | +85.8% | +153.1% | -67.3% | +43.2% |
| 5Y | +124.8% | +161.4% | -36.7% | +61.7% |
| All | +124.8% | +156.0% | -31.2% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling