+379.9%
CSCO vs MTZ
+773.6%
-393.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.8% | +3.6% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -9.5% | -14.5% | +5.0% | -6.7% |
| 3M | -7.6% | -32.9% | +25.3% | -1.0% |
| 6M | +44.9% | -20.8% | +65.7% | +49.2% |
| YTD | +47.7% | +10.6% | +37.1% | +41.3% |
| 1Y | +69.1% | +27.1% | +42.0% | +56.4% |
| 3Y | +113.5% | +166.1% | -52.6% | +63.4% |
| 5Y | +122.8% | +170.7% | -47.9% | +64.1% |
| All | +379.9% | +773.6% | -393.6% | +165.6% |
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 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