+492.6%
MTZ vs ILMN
+61.7%
+430.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +7.7% |
| 7D | -2.4% | -2.6% | +0.1% | -1.5% |
| 30D | -11.1% | -20.6% | +9.5% | -6.5% |
| 3M | -30.6% | +17.5% | -48.1% | -35.1% |
| 6M | -54.4% | +55.6% | -110.0% | -60.6% |
| YTD | -13.0% | +68.3% | -81.4% | -27.2% |
| 1Y | -5.7% | +81.1% | -86.8% | -22.6% |
| 3Y | +297.2% | +112.2% | +185.0% | +194.7% |
| 5Y | +95.9% | -42.6% | +138.5% | +103.9% |
| 10Y | +492.6% | +70.5% | +422.2% | +357.1% |
| All | +492.6% | +61.7% | +430.9% | +357.1% |
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