+404.4%
MTZ vs ILMN
+56.2%
+348.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +16.5% | +0.7% | +15.7% | +16.4% |
| 30D | -10.2% | -22.7% | +12.5% | -4.9% |
| 3M | -34.2% | +8.6% | -42.8% | -37.1% |
| 6M | -56.0% | +43.8% | -99.8% | -61.2% |
| YTD | -14.8% | +59.8% | -74.6% | -27.7% |
| 1Y | -7.2% | +71.8% | -79.0% | -22.8% |
| 3Y | +275.8% | +119.0% | +156.8% | +176.4% |
| 5Y | +93.5% | -43.8% | +137.3% | +102.0% |
| All | +404.4% | +56.2% | +348.2% | +291.2% |
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