+10,785.8%
AMD vs MTZ
+2,221.3%
+8,564.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.5% | +1.5% | +8.9% |
| 7D | -11.0% | -6.4% | -4.6% | -9.9% |
| 30D | -30.5% | -22.1% | -8.4% | -26.6% |
| 3M | -8.2% | -32.7% | +24.5% | 0.0% |
| 6M | +6.6% | -59.8% | +66.4% | +30.3% |
| YTD | +109.7% | -19.9% | +129.6% | +120.4% |
| 1Y | +88.9% | -11.5% | +100.4% | +94.4% |
| 3Y | +301.8% | +258.1% | +43.7% | +205.6% |
| 5Y | +229.4% | +85.5% | +143.8% | +182.4% |
| 10Y | +6,745.1% | +492.2% | +6,252.9% | +4,242.7% |
| All | +10,785.8% | +2,221.3% | +8,564.5% | +4,301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling