+14,028.3%
EBAY vs MTZ
+1,891.8%
+12,136.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -3.0% | +2.3% | -5.3% | -3.4% |
| 30D | -3.6% | -10.3% | +6.7% | -1.9% |
| 3M | -4.4% | -31.8% | +27.4% | +0.9% |
| 6M | +12.1% | -19.2% | +31.2% | +14.1% |
| YTD | +19.9% | +10.7% | +9.2% | +14.9% |
| 1Y | +13.4% | +37.5% | -24.2% | +3.9% |
| 3Y | +150.5% | +162.4% | -11.9% | +94.9% |
| 5Y | +54.8% | +166.3% | -111.5% | +17.7% |
| 10Y | +268.1% | +753.2% | -485.1% | +106.0% |
| All | +14,028.3% | +1,891.8% | +12,136.4% | +4,278.1% |
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