+444.4%
MTZ vs ILMN
+59.3%
+385.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.8% |
| 7D | +12.9% | -6.0% | +18.9% | +14.8% |
| 30D | -8.5% | -23.0% | +14.5% | -3.1% |
| 3M | -30.6% | +10.4% | -41.0% | -34.0% |
| 6M | -55.1% | +49.4% | -104.5% | -60.9% |
| YTD | -13.0% | +62.3% | -75.3% | -26.4% |
| 1Y | -4.3% | +73.7% | -77.9% | -20.5% |
| 3Y | +284.0% | +122.5% | +161.5% | +181.5% |
| 5Y | +97.7% | -43.2% | +140.8% | +105.7% |
| 10Y | +444.4% | +59.0% | +385.5% | +326.4% |
| All | +444.4% | +59.3% | +385.1% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling