-11.5%
MTZ vs ILMN
+74.0%
-85.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.5% | +7.1% | +9.3% |
| 7D | -6.4% | -9.7% | +3.3% | -5.5% |
| 30D | -22.1% | -20.4% | -1.7% | -21.2% |
| 3M | -32.7% | +10.0% | -42.7% | -36.2% |
| 6M | -59.8% | +49.5% | -109.3% | -64.4% |
| YTD | -19.9% | +62.5% | -82.4% | -32.4% |
| 1Y | -11.5% | +76.0% | -87.5% | -28.0% |
| All | -11.5% | +74.0% | -85.5% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling