+16,554.9%
INTC vs MTZ
+3,182.4%
+13,372.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.8% | +5.3% | +8.4% |
| 7D | +17.4% | +3.6% | +13.9% | +16.8% |
| 30D | +2.8% | -9.6% | +12.4% | +4.5% |
| 3M | -5.3% | -31.9% | +26.7% | +0.9% |
| 6M | +140.6% | -13.8% | +154.4% | +147.4% |
| YTD | +183.1% | +13.3% | +169.9% | +179.1% |
| 1Y | +326.8% | +39.3% | +287.5% | +307.7% |
| 3Y | +179.4% | +168.3% | +11.1% | +137.8% |
| 5Y | +111.7% | +166.4% | -54.7% | +78.1% |
| 10Y | +253.8% | +739.9% | -486.1% | +142.9% |
| All | +16,554.9% | +3,182.4% | +13,372.5% | +7,541.9% |
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