+41,709.6%
MCHP vs MTZ
+17,951.0%
+23,758.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +0.3% | +2.3% | -1.9% | -0.2% |
| 30D | -9.8% | -10.3% | +0.5% | -7.5% |
| 3M | -19.7% | -31.8% | +12.1% | -12.5% |
| 6M | +13.6% | -19.2% | +32.7% | +18.7% |
| YTD | +16.5% | +10.7% | +5.8% | +12.7% |
| 1Y | +15.7% | +37.5% | -21.8% | +6.2% |
| 3Y | 0.0% | +162.4% | -162.4% | -22.5% |
| 5Y | +4.4% | +166.3% | -161.9% | -20.0% |
| 10Y | +201.4% | +753.2% | -551.8% | +72.5% |
| All | +41,709.6% | +17,951.0% | +23,758.6% | +11,328.3% |
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