+6.6%
AMD vs MTZ
-60.2%
+66.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.5% | +1.5% | +5.6% |
| 7D | -11.0% | -6.4% | -4.6% | -9.3% |
| 30D | -30.5% | -22.1% | -8.4% | -20.7% |
| 3M | -8.2% | -32.7% | +24.5% | +13.7% |
| 6M | +6.6% | -59.8% | +66.4% | +81.4% |
| All | +6.6% | -60.2% | +66.8% | +81.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling