+63.9%
CSCO vs MTZ
+30.9%
+33.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | -10.1% | -11.1% | +1.0% | -8.7% |
| 3M | -15.7% | -36.7% | +21.0% | -10.0% |
| 6M | +36.3% | -21.9% | +58.2% | +39.7% |
| YTD | +43.8% | +9.1% | +34.7% | +40.0% |
| 1Y | +63.9% | +30.0% | +34.0% | +55.3% |
| All | +63.9% | +30.9% | +33.1% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling