+76.0%
AMZN vs MTZ
+151.6%
-75.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -7.5% | -14.8% | +7.4% | -5.4% |
| 3M | +5.8% | -30.8% | +36.6% | +9.8% |
| 6M | +17.5% | -22.6% | +40.2% | +18.1% |
| YTD | +9.1% | +6.8% | +2.3% | +0.9% |
| 1Y | +9.4% | +22.1% | -12.8% | -2.8% |
| All | +76.0% | +151.6% | -75.5% | +39.1% |
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 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