+198,812.7%
CSCO vs MTZ
+2,241.8%
+196,570.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.2% |
| 7D | -4.7% | -8.7% | +4.0% | -3.6% |
| 30D | -17.1% | -15.0% | -2.1% | -15.4% |
| 3M | -19.6% | -32.6% | +13.0% | -15.2% |
| 6M | +2.4% | -56.3% | +58.8% | +14.5% |
| YTD | +29.8% | -16.8% | +46.6% | +30.8% |
| 1Y | +38.7% | -10.0% | +48.7% | +38.0% |
| 3Y | +101.3% | +267.1% | -165.8% | +57.7% |
| 5Y | +94.8% | +89.9% | +5.0% | +64.9% |
| 10Y | +324.2% | +442.2% | -118.0% | +191.4% |
| All | +198,812.7% | +2,241.8% | +196,570.9% | +81,653.8% |
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