+138.3%
GOOGL vs MTZ
+156.0%
-17.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.9% |
| 30D | -3.2% | -14.8% | +11.6% | -0.4% |
| 3M | -6.6% | -30.8% | +24.2% | -1.6% |
| 6M | +8.5% | -22.6% | +31.1% | +10.9% |
| YTD | +6.5% | +6.8% | -0.4% | +0.5% |
| 1Y | +39.4% | +22.1% | +17.3% | +27.0% |
| 3Y | +146.2% | +153.1% | -6.9% | +87.8% |
| 5Y | +138.3% | +161.4% | -23.1% | +69.2% |
| All | +138.3% | +156.0% | -17.6% | +69.2% |
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