+132.8%
AMD vs MTZ
-4.6%
+137.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +4.5% |
| 7D | +13.1% | +12.9% | +0.2% | +5.9% |
| 30D | -7.0% | -8.5% | +1.6% | -3.3% |
| 3M | +16.6% | -30.6% | +47.2% | +43.4% |
| 6M | +20.5% | -55.1% | +75.6% | +94.2% |
| YTD | +158.2% | -13.0% | +171.1% | +129.3% |
| 1Y | +132.8% | -4.3% | +137.0% | +86.4% |
| All | +132.8% | -4.6% | +137.4% | +86.4% |
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