+46.1%
GOOGL vs MTZ
+30.9%
+15.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -2.3% | -1.6% | -0.8% | -2.2% |
| 30D | -6.6% | -11.1% | +4.5% | -6.0% |
| 3M | -9.0% | -36.7% | +27.7% | -5.2% |
| 6M | +11.8% | -21.9% | +33.7% | +10.6% |
| YTD | +8.3% | +9.1% | -0.8% | -0.2% |
| 1Y | +46.1% | +30.0% | +16.2% | +32.3% |
| All | +46.1% | +30.9% | +15.2% | +32.3% |
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