-22.6%
ADBE vs MTZ
+30.9%
-53.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -6.2% |
| 7D | -8.6% | -1.6% | -7.0% | -8.9% |
| 30D | +2.8% | -11.1% | +13.9% | 0.0% |
| 3M | +3.1% | -36.7% | +39.8% | -5.3% |
| 6M | -2.4% | -21.9% | +19.5% | -8.5% |
| YTD | -23.9% | +9.1% | -33.0% | -26.0% |
| 1Y | -22.6% | +30.0% | -52.6% | -23.2% |
| All | -22.6% | +30.9% | -53.5% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling