+4,770.1%
DELL vs MTZ
+709.8%
+4,060.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.5% |
| 7D | +25.6% | +3.6% | +22.1% | +24.0% |
| 30D | +17.7% | -9.6% | +27.3% | +21.7% |
| 3M | +33.4% | -31.9% | +65.4% | +51.1% |
| 6M | +266.2% | -13.8% | +280.0% | +277.8% |
| YTD | +328.0% | +13.3% | +314.7% | +299.6% |
| 1Y | +339.6% | +39.3% | +300.3% | +280.7% |
| 3Y | +694.6% | +168.3% | +526.3% | +448.0% |
| 5Y | +1,122.0% | +166.4% | +955.6% | +715.7% |
| 10Y | +4,062.5% | +739.9% | +3,322.6% | +1,971.5% |
| All | +4,770.1% | +709.8% | +4,060.3% | +2,355.8% |
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