+143.3%
DELL vs MTZ
-14.7%
+158.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -15.4% | +6.6% | -2.6% |
| 7D | -24.6% | -7.4% | -17.2% | -22.5% |
| 30D | -32.5% | -23.6% | -8.9% | -25.0% |
| 3M | -20.2% | -38.3% | +18.1% | -3.8% |
| 6M | +76.5% | -60.6% | +137.1% | +145.1% |
| YTD | +198.9% | -22.9% | +221.8% | +200.6% |
| 1Y | +143.3% | -14.3% | +157.6% | +126.9% |
| All | +143.3% | -14.7% | +158.0% | +126.9% |
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