+755.6%
GOOGL vs MTZ
+773.6%
-18.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.8% | +1.1% |
| 7D | 0.0% | +1.4% | -1.3% | -0.3% |
| 30D | -1.4% | -14.5% | +13.1% | +1.5% |
| 3M | -5.3% | -32.9% | +27.6% | +0.7% |
| 6M | +9.8% | -20.8% | +30.6% | +12.2% |
| YTD | +8.4% | +10.6% | -2.2% | +2.5% |
| 1Y | +41.2% | +27.1% | +14.1% | +29.2% |
| 3Y | +149.6% | +166.1% | -16.6% | +88.8% |
| 5Y | +142.6% | +170.7% | -28.1% | +77.5% |
| All | +755.6% | +773.6% | -18.0% | +403.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling