+2,562.9%
IBM vs MTZ
+2,337.1%
+225.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +1.6% | +5.0% | -3.4% | +1.0% |
| 30D | +9.2% | -6.0% | +15.2% | +9.5% |
| 3M | +4.9% | -36.1% | +41.0% | +9.0% |
| 6M | +16.8% | -56.9% | +73.6% | +25.0% |
| YTD | -14.3% | -15.9% | +1.6% | -14.6% |
| 1Y | -16.7% | -3.8% | -12.9% | -18.2% |
| 3Y | +82.2% | +272.3% | -190.0% | +53.7% |
| 5Y | +149.9% | +91.1% | +58.9% | +121.8% |
| 10Y | +142.6% | +426.0% | -283.4% | +90.0% |
| All | +2,562.9% | +2,337.1% | +225.8% | +1,390.6% |
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