+2,896.3%
KLAC vs MTZ
+773.6%
+2,122.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.6% | +0.5% |
| 7D | -2.7% | +1.4% | -4.0% | -3.2% |
| 30D | -13.2% | -14.5% | +1.3% | -7.4% |
| 3M | -25.0% | -32.9% | +7.9% | -11.9% |
| 6M | +23.6% | -20.8% | +44.4% | +35.6% |
| YTD | +49.2% | +10.6% | +38.6% | +44.0% |
| 1Y | +89.3% | +27.1% | +62.2% | +73.4% |
| 3Y | +274.4% | +166.1% | +108.2% | +152.2% |
| 5Y | +440.9% | +170.7% | +270.3% | +252.6% |
| All | +2,896.3% | +773.6% | +2,122.7% | +1,284.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling