+73.7%
AMAT vs MTZ
-4.6%
+78.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.6% | +1.4% | +3.0% |
| 7D | +7.0% | +12.9% | -5.9% | -1.0% |
| 30D | -20.6% | -8.5% | -12.0% | -16.7% |
| 3M | -24.8% | -30.6% | +5.9% | -5.0% |
| 6M | -10.7% | -55.1% | +44.4% | +55.2% |
| YTD | +54.3% | -13.0% | +67.3% | +56.8% |
| 1Y | +73.7% | -4.3% | +78.0% | +63.4% |
| All | +73.7% | -4.6% | +78.3% | +63.4% |
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 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