+234.0%
AMD vs MTZ
+37.3%
+196.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.8% | +2.1% | +3.4% |
| 7D | +10.0% | +3.6% | +6.5% | +7.7% |
| 30D | +4.6% | -9.6% | +14.3% | +11.5% |
| 3M | +3.1% | -31.9% | +35.1% | +29.9% |
| 6M | +162.8% | -13.8% | +176.6% | +168.8% |
| YTD | +136.2% | +13.3% | +122.9% | +97.4% |
| 1Y | +234.0% | +39.3% | +194.7% | +172.9% |
| All | +234.0% | +37.3% | +196.7% | +172.9% |
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