+336.8%
AVGO vs MTZ
+160.5%
+176.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -1.4% |
| 7D | +1.1% | +1.4% | -0.2% | +0.4% |
| 30D | -13.0% | -14.5% | +1.5% | -6.6% |
| 3M | -6.0% | -32.9% | +27.0% | +10.4% |
| 6M | +6.4% | -20.8% | +27.2% | +13.3% |
| YTD | +5.0% | +10.6% | -5.6% | -7.6% |
| 1Y | +1.4% | +27.1% | -25.7% | -16.9% |
| 3Y | +336.8% | +166.1% | +170.7% | +184.1% |
| All | +336.8% | +160.5% | +176.3% | +184.1% |
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