+188.9%
AMAT vs MTZ
+30.9%
+158.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +2.8% |
| 7D | -1.5% | -1.6% | +0.1% | -0.4% |
| 30D | -14.8% | -11.1% | -3.7% | -8.1% |
| 3M | -9.3% | -36.7% | +27.4% | +24.3% |
| 6M | +27.4% | -21.9% | +49.3% | +49.9% |
| YTD | +77.6% | +9.1% | +68.4% | +68.5% |
| 1Y | +188.9% | +30.0% | +159.0% | +163.1% |
| All | +188.9% | +30.9% | +158.1% | +163.1% |
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