+61.9%
EBAY vs MTZ
+168.2%
-106.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.1% |
| 7D | +4.2% | +1.4% | +2.8% | +4.0% |
| 30D | +5.6% | -14.5% | +20.1% | +8.0% |
| 3M | -1.4% | -32.9% | +31.5% | +3.5% |
| 6M | +18.2% | -20.8% | +39.1% | +19.7% |
| YTD | +24.8% | +10.6% | +14.2% | +18.7% |
| 1Y | +18.0% | +27.1% | -9.1% | +9.2% |
| 3Y | +160.3% | +166.1% | -5.9% | +97.8% |
| All | +61.9% | +168.2% | -106.3% | +19.7% |
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 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