+69.4%
MTZ vs ILMN
-49.5%
+118.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.2% | +3.0% | -3.6% |
| 7D | -10.6% | -28.3% | +17.7% | -5.2% |
| 30D | -30.4% | -24.0% | -6.4% | -27.1% |
| 3M | -40.4% | +4.1% | -44.5% | -42.2% |
| 6M | -63.7% | +49.6% | -113.2% | -67.6% |
| YTD | -26.9% | +58.6% | -85.5% | -36.0% |
| 1Y | -20.2% | +69.9% | -90.0% | -31.2% |
| 3Y | +208.1% | +82.9% | +125.3% | +149.4% |
| 5Y | +69.4% | -47.6% | +117.0% | +74.0% |
| All | +69.4% | -49.5% | +118.9% | +74.0% |
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 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