+157.9%
MTZ vs ILMN
-51.8%
+209.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.5% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -11.1% | +9.2% | -20.3% | -13.0% |
| 3M | -36.7% | +29.8% | -66.6% | -40.5% |
| 6M | -21.9% | +69.2% | -91.1% | -31.0% |
| YTD | +9.1% | +66.4% | -57.3% | -3.6% |
| 1Y | +30.0% | +123.4% | -93.4% | +6.1% |
| 3Y | +138.5% | +33.2% | +105.3% | +109.3% |
| All | +157.9% | -51.8% | +209.7% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling