+195.2%
AMD vs MTZ
+30.9%
+164.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +3.3% |
| 7D | +2.6% | -1.6% | +4.2% | +3.7% |
| 30D | -0.9% | -11.1% | +10.2% | +6.5% |
| 3M | -8.7% | -36.7% | +28.0% | +21.1% |
| 6M | +136.3% | -21.9% | +158.3% | +159.7% |
| YTD | +123.0% | +9.1% | +113.9% | +89.4% |
| 1Y | +195.2% | +30.0% | +165.2% | +131.7% |
| All | +195.2% | +30.9% | +164.3% | +131.7% |
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