+263,909.3%
AMZN vs MTZ
+1,295.2%
+262,614.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.6% |
| 7D | -3.0% | -1.6% | -1.4% | -2.7% |
| 30D | -5.2% | -11.1% | +5.9% | -3.3% |
| 3M | +1.9% | -36.7% | +38.6% | +9.2% |
| 6M | +19.2% | -21.9% | +41.2% | +22.0% |
| YTD | +12.0% | +9.1% | +2.9% | +6.7% |
| 1Y | +9.7% | +30.0% | -20.3% | +0.4% |
| 3Y | +87.2% | +138.5% | -51.3% | +47.4% |
| 5Y | +48.7% | +158.3% | -109.7% | +12.8% |
| 10Y | +569.3% | +700.8% | -131.4% | +268.7% |
| All | +263,909.3% | +1,295.2% | +262,614.1% | +97,617.6% |
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