+71.6%
IBM vs MTZ
+166.7%
-95.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.5% |
| 7D | +0.3% | +3.6% | -3.3% | 0.0% |
| 30D | -1.5% | -9.6% | +8.2% | -0.9% |
| 3M | -16.8% | -31.9% | +15.2% | -15.0% |
| 6M | -9.0% | -13.8% | +4.8% | -10.8% |
| YTD | -20.1% | +13.3% | -33.3% | -24.8% |
| 1Y | -7.0% | +39.3% | -46.3% | -15.5% |
| All | +71.6% | +166.7% | -95.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling