+199.0%
AMD vs MTZ
+80.0%
+119.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.5% | +1.5% | +6.3% |
| 7D | -11.0% | -6.4% | -4.6% | -8.8% |
| 30D | -30.5% | -22.1% | -8.4% | -22.0% |
| 3M | -8.2% | -32.7% | +24.5% | +10.1% |
| 6M | +6.6% | -59.8% | +66.4% | +63.9% |
| YTD | +109.7% | -19.9% | +129.6% | +130.0% |
| 1Y | +88.9% | -11.5% | +100.4% | +97.9% |
| 3Y | +301.8% | +258.1% | +43.7% | +134.6% |
| All | +199.0% | +80.0% | +119.1% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling