-63.7%
MTZ vs ILMN
+49.0%
-112.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.2% | +3.0% | -4.9% |
| 7D | -10.6% | -28.3% | +17.7% | -10.8% |
| 30D | -30.4% | -24.0% | -6.4% | -30.6% |
| 3M | -40.4% | +4.1% | -44.5% | -43.2% |
| 6M | -63.7% | +49.6% | -113.2% | -68.0% |
| All | -63.7% | +49.0% | -112.7% | -68.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling