+147.1%
AMAT vs MTZ
+89.4%
+57.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.1% |
| 7D | +11.4% | +5.0% | +6.4% | +8.7% |
| 30D | -17.0% | -6.0% | -11.0% | -15.0% |
| 3M | -30.6% | -36.1% | +5.5% | -13.2% |
| 6M | -14.9% | -56.9% | +41.9% | +30.0% |
| YTD | +44.7% | -15.9% | +60.6% | +59.0% |
| 1Y | +66.9% | -3.8% | +70.7% | +72.1% |
| 3Y | +153.3% | +272.3% | -119.0% | +34.2% |
| All | +147.1% | +89.4% | +57.7% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling