+3.0%
MCHP vs MTZ
+168.2%
-165.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.1% | +2.0% |
| 7D | 0.0% | +1.4% | -1.3% | -0.6% |
| 30D | -6.0% | -14.5% | +8.4% | +0.7% |
| 3M | -19.7% | -32.9% | +13.3% | -5.2% |
| 6M | +14.0% | -20.8% | +34.9% | +24.1% |
| YTD | +18.4% | +10.6% | +7.8% | +9.5% |
| 1Y | +17.1% | +27.1% | -10.0% | +1.2% |
| 3Y | +0.7% | +166.1% | -165.4% | -40.6% |
| All | +3.0% | +168.2% | -165.2% | -43.9% |
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 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