+111.2%
AMD vs MTZ
-12.2%
+123.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.9% | +10.9% | +12.4% |
| 7D | +6.5% | -8.7% | +15.2% | +11.2% |
| 30D | -15.3% | -15.0% | -0.3% | -7.8% |
| 3M | +9.7% | -32.6% | +42.3% | +37.4% |
| 6M | +13.2% | -56.3% | +69.5% | +85.6% |
| YTD | +140.6% | -16.8% | +157.4% | +119.5% |
| 1Y | +111.2% | -10.0% | +121.2% | +74.9% |
| All | +111.2% | -12.2% | +123.4% | +74.9% |
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