+2,770.9%
AVGO vs MTZ
+773.6%
+1,997.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -1.0% |
| 7D | +1.1% | +1.4% | -0.2% | +0.6% |
| 30D | -13.0% | -14.5% | +1.5% | -8.0% |
| 3M | -6.0% | -32.9% | +27.0% | +6.8% |
| 6M | +6.4% | -20.8% | +27.2% | +12.9% |
| YTD | +5.0% | +10.6% | -5.6% | -2.4% |
| 1Y | +1.4% | +27.1% | -25.7% | -10.3% |
| 3Y | +336.8% | +166.1% | +170.7% | +197.1% |
| 5Y | +698.2% | +170.7% | +527.5% | +420.8% |
| All | +2,770.9% | +773.6% | +1,997.4% | +1,209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling