+114.8%
CSCO vs MTZ
+162.0%
-47.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.6% |
| 7D | 0.0% | +2.3% | -2.3% | -0.4% |
| 30D | -10.7% | -10.3% | -0.4% | -9.2% |
| 3M | -8.7% | -31.8% | +23.1% | -3.4% |
| 6M | +44.9% | -19.2% | +64.1% | +48.1% |
| YTD | +44.1% | +10.7% | +33.4% | +38.8% |
| 1Y | +65.9% | +37.5% | +28.3% | +52.8% |
| 3Y | +109.0% | +162.4% | -53.3% | +70.3% |
| 5Y | +114.8% | +166.3% | -51.6% | +65.0% |
| All | +114.8% | +162.0% | -47.3% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling