+102.3%
INTC vs MTZ
+156.0%
-53.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.0% | -4.2% |
| 7D | +9.4% | 0.0% | +9.5% | +9.6% |
| 30D | +2.7% | -14.8% | +17.5% | +9.5% |
| 3M | -6.3% | -30.8% | +24.5% | +8.3% |
| 6M | +114.5% | -22.6% | +137.1% | +138.7% |
| YTD | +171.9% | +6.8% | +165.0% | +171.9% |
| 1Y | +305.0% | +22.1% | +282.9% | +288.0% |
| 3Y | +168.3% | +153.1% | +15.2% | +103.4% |
| 5Y | +102.3% | +161.4% | -59.1% | +39.7% |
| All | +102.3% | +156.0% | -53.7% | +39.7% |
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