-24.5%
ADSK vs MTZ
+168.2%
-192.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.3% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | -14.9% | -14.5% | -0.4% | -12.5% |
| 3M | +3.3% | -32.9% | +36.3% | +9.2% |
| 6M | -15.7% | -20.8% | +5.2% | -16.2% |
| YTD | -28.2% | +10.6% | -38.8% | -35.7% |
| 1Y | -34.5% | +27.1% | -61.6% | -44.2% |
| 3Y | -2.9% | +166.1% | -169.0% | -37.0% |
| All | -24.5% | +168.2% | -192.7% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling