+4,605.7%
ADSK vs MTZ
+2,996.0%
+1,609.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +2.9% |
| 7D | -10.9% | 0.0% | -10.9% | -11.0% |
| 30D | -15.9% | -14.8% | -1.1% | -14.1% |
| 3M | -4.4% | -30.8% | +26.4% | -0.8% |
| 6M | -16.6% | -22.6% | +6.0% | -15.5% |
| YTD | -28.5% | +6.8% | -35.3% | -31.2% |
| 1Y | -34.6% | +22.1% | -56.8% | -38.6% |
| 3Y | -3.5% | +153.1% | -156.6% | -20.5% |
| 5Y | -25.6% | +161.4% | -187.0% | -39.6% |
| 10Y | +216.6% | +723.1% | -506.5% | +110.4% |
| All | +4,605.7% | +2,996.0% | +1,609.7% | +2,225.0% |
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 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