-16.6%
ADSK vs MTZ
-21.3%
+4.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +1.5% |
| 7D | -10.9% | 0.0% | -10.9% | -10.8% |
| 30D | -15.9% | -14.8% | -1.1% | -19.2% |
| 3M | -4.4% | -30.8% | +26.4% | -12.1% |
| 6M | -16.6% | -22.6% | +6.0% | -21.6% |
| All | -16.6% | -21.3% | +4.7% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling