+358.3%
DELL vs MTZ
+26.3%
+332.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.5% | +8.4% | +10.5% |
| 7D | +8.2% | +1.4% | +6.9% | +7.8% |
| 30D | +17.1% | -14.5% | +31.6% | +24.5% |
| 3M | +45.2% | -32.9% | +78.1% | +66.8% |
| 6M | +286.8% | -20.8% | +307.6% | +300.1% |
| YTD | +354.8% | +10.6% | +344.2% | +300.6% |
| 1Y | +358.3% | +27.1% | +331.2% | +251.7% |
| All | +358.3% | +26.3% | +332.0% | +251.7% |
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 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