+357.3%
AMD vs MTZ
+271.0%
+86.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.3% | -7.5% | -8.0% |
| 7D | +18.9% | +5.0% | +13.9% | +15.9% |
| 30D | -6.4% | -6.0% | -0.4% | -4.3% |
| 3M | +10.6% | -36.1% | +46.7% | +40.5% |
| 6M | +19.9% | -56.9% | +76.7% | +88.2% |
| YTD | +149.4% | -15.9% | +165.3% | +165.1% |
| 1Y | +115.4% | -3.8% | +119.2% | +112.7% |
| 3Y | +357.3% | +272.3% | +85.0% | +211.9% |
| All | +357.3% | +271.0% | +86.3% | +211.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling