+308.5%
CSCO vs MTZ
+420.7%
-112.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -6.0% |
| 7D | +1.9% | +5.0% | -3.1% | +0.9% |
| 30D | -15.8% | -6.0% | -9.8% | -15.3% |
| 3M | -15.4% | -36.1% | +20.7% | -8.1% |
| 6M | -5.4% | -56.9% | +51.5% | +10.2% |
| YTD | +26.5% | -15.9% | +42.4% | +27.0% |
| 1Y | +25.9% | -3.8% | +29.7% | +22.7% |
| 3Y | +97.5% | +272.3% | -174.7% | +39.2% |
| 5Y | +93.0% | +91.1% | +2.0% | +51.7% |
| All | +308.5% | +420.7% | -112.3% | +143.7% |
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