+74.8%
MTZ vs ILMN
-46.1%
+120.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.5% | +7.1% | +9.0% |
| 7D | -6.4% | -9.7% | +3.3% | -4.4% |
| 30D | -22.1% | -20.4% | -1.7% | -19.1% |
| 3M | -32.7% | +10.0% | -42.7% | -35.5% |
| 6M | -59.8% | +49.5% | -109.3% | -64.1% |
| YTD | -19.9% | +62.5% | -82.4% | -30.3% |
| 1Y | -11.5% | +76.0% | -87.5% | -24.3% |
| 3Y | +258.1% | +94.2% | +163.9% | +185.9% |
| All | +74.8% | -46.1% | +120.9% | +80.7% |
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