+285.6%
MRVL vs MTZ
+168.2%
+117.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +1.7% |
| 7D | +5.6% | +1.4% | +4.3% | +4.6% |
| 30D | +8.8% | -14.5% | +23.2% | +20.4% |
| 3M | -15.9% | -32.9% | +17.1% | +7.9% |
| 6M | +161.3% | -20.8% | +182.1% | +203.7% |
| YTD | +178.2% | +10.6% | +167.6% | +157.7% |
| 1Y | +255.3% | +27.1% | +228.2% | +199.8% |
| 3Y | +323.1% | +166.1% | +157.0% | +138.6% |
| All | +285.6% | +168.2% | +117.4% | +103.2% |
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