+21,548.7%
ADBE vs MTZ
+3,182.4%
+18,366.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.3% | -4.0% |
| 7D | -10.1% | +3.6% | -13.6% | -10.6% |
| 30D | -3.0% | -9.6% | +6.6% | -1.9% |
| 3M | +5.0% | -31.9% | +36.9% | +8.9% |
| 6M | -9.3% | -13.8% | +4.5% | -9.6% |
| YTD | -26.5% | +13.3% | -39.7% | -29.9% |
| 1Y | -28.3% | +39.3% | -67.6% | -33.9% |
| 3Y | -54.1% | +168.3% | -222.4% | -62.6% |
| 5Y | -61.2% | +166.4% | -227.6% | -68.8% |
| 10Y | +152.5% | +739.9% | -587.4% | +63.9% |
| All | +21,548.7% | +3,182.4% | +18,366.3% | +9,715.5% |
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