+31,416.6%
AVGO vs MTZ
+2,248.4%
+29,168.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.5% |
| 7D | -3.0% | -1.6% | -1.4% | -2.4% |
| 30D | -14.4% | -11.1% | -3.4% | -11.2% |
| 3M | -14.4% | -36.7% | +22.3% | -1.9% |
| 6M | +13.1% | -21.9% | +35.1% | +20.1% |
| YTD | +3.8% | +9.1% | -5.3% | -1.9% |
| 1Y | +17.8% | +30.0% | -12.2% | +5.2% |
| 3Y | +325.3% | +138.5% | +186.8% | +209.4% |
| 5Y | +689.9% | +158.3% | +531.6% | +444.1% |
| 10Y | +2,597.0% | +700.8% | +1,896.2% | +1,099.8% |
| All | +31,416.6% | +2,248.4% | +29,168.2% | +9,850.6% |
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