+160.4%
AMAT vs MTZ
+275.7%
-115.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.4% |
| 7D | +19.3% | +16.5% | +2.9% | +9.6% |
| 30D | -17.9% | -10.2% | -7.7% | -13.7% |
| 3M | -30.4% | -34.2% | +3.7% | -13.3% |
| 6M | -11.4% | -56.0% | +44.5% | +37.4% |
| YTD | +48.8% | -14.8% | +63.6% | +64.1% |
| 1Y | +66.0% | -7.2% | +73.3% | +75.8% |
| All | +160.4% | +275.7% | -115.2% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling