+1,315.3%
AMAT vs MTZ
+544.1%
+771.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.6% | +2.8% | +7.5% |
| 7D | -1.1% | -2.4% | +1.4% | -0.3% |
| 30D | -26.9% | -11.1% | -15.8% | -23.4% |
| 3M | -31.2% | -30.6% | -0.6% | -19.8% |
| 6M | -14.7% | -54.4% | +39.7% | +19.4% |
| YTD | +44.7% | -13.0% | +57.7% | +54.6% |
| 1Y | +62.0% | -5.7% | +67.6% | +67.4% |
| 3Y | +165.0% | +297.2% | -132.2% | +49.9% |
| 5Y | +147.1% | +95.9% | +51.2% | +77.3% |
| 10Y | +1,315.3% | +492.6% | +822.6% | +593.4% |
| All | +1,315.3% | +544.1% | +771.1% | +593.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling