+154,996.0%
KLAC vs MTZ
+3,109.1%
+151,887.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | +6.2% | +2.3% | +3.9% | +5.7% |
| 30D | -5.0% | -10.3% | +5.3% | -2.8% |
| 3M | -14.4% | -31.8% | +17.4% | -7.2% |
| 6M | +28.3% | -19.2% | +47.5% | +34.3% |
| YTD | +51.1% | +10.7% | +40.4% | +48.6% |
| 1Y | +100.4% | +37.5% | +62.8% | +88.9% |
| 3Y | +276.3% | +162.4% | +114.0% | +208.0% |
| 5Y | +452.1% | +166.3% | +285.7% | +347.2% |
| 10Y | +2,986.0% | +753.2% | +2,232.8% | +1,833.5% |
| All | +154,996.0% | +3,109.1% | +151,887.0% | +57,940.0% |
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