-7.2%
MTZ vs ILMN
+70.7%
-77.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | +16.5% | +0.7% | +15.7% | +16.5% |
| 30D | -10.2% | -22.7% | +12.5% | -8.8% |
| 3M | -34.2% | +8.6% | -42.8% | -37.5% |
| 6M | -56.0% | +43.8% | -99.8% | -60.7% |
| YTD | -14.8% | +59.8% | -74.6% | -28.1% |
| 1Y | -7.2% | +71.8% | -79.0% | -24.0% |
| All | -7.2% | +70.7% | -77.9% | -24.0% |
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