+121,410.6%
AAPL vs MTZ
+3,182.4%
+118,228.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.7% |
| 7D | -2.7% | +3.6% | -6.3% | -3.2% |
| 30D | +1.0% | -9.6% | +10.7% | +2.1% |
| 3M | +5.0% | -31.9% | +36.9% | +9.1% |
| 6M | +23.0% | -13.8% | +36.8% | +23.8% |
| YTD | +16.6% | +13.3% | +3.4% | +13.1% |
| 1Y | +33.4% | +39.3% | -5.9% | +25.7% |
| 3Y | +79.9% | +168.3% | -88.5% | +52.4% |
| 5Y | +109.0% | +166.4% | -57.4% | +75.3% |
| 10Y | +1,210.4% | +739.9% | +470.5% | +819.0% |
| All | +121,410.6% | +3,182.4% | +118,228.2% | +59,933.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling