+118.8%
MRVL vs MTZ
+89.4%
+29.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -3.8% |
| 7D | +11.0% | +5.0% | +6.0% | +7.7% |
| 30D | -36.1% | -6.0% | -30.1% | -34.0% |
| 3M | -29.4% | -36.1% | +6.7% | -6.1% |
| 6M | -11.9% | -56.9% | +45.0% | +51.0% |
| YTD | +84.8% | -15.9% | +100.7% | +102.5% |
| 1Y | +79.4% | -3.8% | +83.3% | +80.3% |
| 3Y | +195.7% | +272.3% | -76.5% | +41.0% |
| All | +118.8% | +89.4% | +29.4% | +35.4% |
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