+61.4%
AMAT vs MTZ
-14.7%
+76.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.4% | +12.1% | +6.7% |
| 7D | -11.2% | -7.4% | -3.8% | -8.5% |
| 30D | -31.9% | -23.6% | -8.3% | -19.7% |
| 3M | -32.3% | -38.3% | +6.0% | -7.9% |
| 6M | -5.4% | -60.6% | +55.2% | +79.6% |
| YTD | +44.3% | -22.9% | +67.1% | +57.2% |
| 1Y | +61.4% | -14.3% | +75.6% | +59.6% |
| All | +61.4% | -14.7% | +76.0% | +59.6% |
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 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