+100,756.0%
AMAT vs MTZ
+2,221.3%
+98,534.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.5% | -5.3% | +2.3% |
| 7D | -14.7% | -6.4% | -8.3% | -13.7% |
| 30D | -36.1% | -22.1% | -14.0% | -32.9% |
| 3M | -36.9% | -32.7% | -4.2% | -31.7% |
| 6M | -22.2% | -59.8% | +37.6% | -6.4% |
| YTD | +29.9% | -19.9% | +49.8% | +36.7% |
| 1Y | +43.3% | -11.5% | +54.7% | +47.9% |
| 3Y | +142.7% | +258.1% | -115.4% | +90.7% |
| 5Y | +126.2% | +85.5% | +40.7% | +98.7% |
| 10Y | +1,211.7% | +492.2% | +719.6% | +809.4% |
| All | +100,756.0% | +2,221.3% | +98,534.7% | +42,027.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling