+120.6%
IBM vs MTZ
+162.0%
-41.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +3.6% |
| 7D | +3.6% | +2.3% | +1.3% | +3.3% |
| 30D | +1.5% | -10.3% | +11.8% | +2.5% |
| 3M | -12.9% | -31.8% | +18.9% | -10.5% |
| 6M | -3.9% | -19.2% | +15.3% | -4.3% |
| YTD | -17.3% | +10.7% | -28.1% | -21.6% |
| 1Y | -5.0% | +37.5% | -42.5% | -13.1% |
| 3Y | +78.2% | +162.4% | -84.1% | +45.5% |
| 5Y | +120.6% | +166.3% | -45.7% | +72.4% |
| All | +120.6% | +162.0% | -41.4% | +72.4% |
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