+151.4%
ADBE vs MTZ
+773.6%
-622.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.2% | +0.8% |
| 7D | -5.4% | +1.4% | -6.7% | -5.6% |
| 30D | -2.5% | -14.5% | +12.0% | -0.5% |
| 3M | +15.3% | -32.9% | +48.2% | +20.3% |
| 6M | -7.8% | -20.8% | +13.0% | -7.7% |
| YTD | -27.9% | +10.6% | -38.5% | -32.8% |
| 1Y | -28.0% | +27.1% | -55.1% | -35.2% |
| 3Y | -55.3% | +166.1% | -221.5% | -66.8% |
| 5Y | -61.7% | +170.7% | -232.4% | -72.4% |
| All | +151.4% | +773.6% | -622.2% | +36.1% |
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