+1,012.7%
DELL vs MTZ
+159.0%
+853.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.5% | -1.8% | -3.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +14.9% | -14.8% | +29.7% | +22.9% |
| 3M | +37.2% | -30.8% | +68.0% | +58.0% |
| 6M | +254.0% | -22.6% | +276.6% | +282.8% |
| YTD | +306.1% | +6.8% | +299.3% | +278.9% |
| 1Y | +312.3% | +22.1% | +290.1% | +261.5% |
| 3Y | +654.0% | +153.1% | +500.9% | +395.0% |
| All | +1,012.7% | +159.0% | +853.7% | +573.8% |
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 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