+13,503.3%
GOOGL vs MTZ
+4,181.4%
+9,321.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.7% |
| 7D | +1.1% | +3.6% | -2.5% | +0.4% |
| 30D | -4.4% | -9.6% | +5.2% | -2.8% |
| 3M | -6.8% | -31.9% | +25.1% | -1.6% |
| 6M | +13.6% | -13.8% | +27.4% | +14.3% |
| YTD | +8.3% | +13.3% | -4.9% | +3.0% |
| 1Y | +44.9% | +39.3% | +5.7% | +32.0% |
| 3Y | +150.5% | +168.3% | -17.9% | +95.2% |
| 5Y | +137.7% | +166.4% | -28.7% | +81.7% |
| 10Y | +750.9% | +739.9% | +11.0% | +390.9% |
| All | +13,503.3% | +4,181.4% | +9,321.9% | +5,506.5% |
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 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