+215.4%
ADSK vs MTZ
+773.6%
-558.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.5% |
| 7D | -2.5% | +1.4% | -3.9% | -2.9% |
| 30D | -14.9% | -14.5% | -0.4% | -11.9% |
| 3M | +3.3% | -32.9% | +36.3% | +10.6% |
| 6M | -15.7% | -20.8% | +5.2% | -15.2% |
| YTD | -28.2% | +10.6% | -38.8% | -34.8% |
| 1Y | -34.5% | +27.1% | -61.6% | -43.3% |
| 3Y | -2.9% | +166.1% | -169.0% | -35.9% |
| 5Y | -25.3% | +170.7% | -196.0% | -52.5% |
| All | +215.4% | +773.6% | -558.2% | +30.0% |
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