-31.9%
ADSK vs MTZ
+30.9%
-62.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.1% | -10.4% | -8.0% |
| 7D | -16.4% | -1.6% | -14.8% | -16.6% |
| 30D | -9.2% | -11.1% | +1.9% | -10.7% |
| 3M | -6.7% | -36.7% | +30.0% | -11.4% |
| 6M | -15.5% | -21.9% | +6.4% | -21.3% |
| YTD | -26.4% | +9.1% | -35.5% | -33.9% |
| 1Y | -31.9% | +30.0% | -61.9% | -39.1% |
| All | -31.9% | +30.9% | -62.8% | -39.1% |
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 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