+387.2%
MTZ vs ILMN
+1,331.5%
-944.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.2% | +3.0% | -3.4% |
| 7D | -10.6% | -28.3% | +17.7% | -4.4% |
| 30D | -30.4% | -24.0% | -6.4% | -26.6% |
| 3M | -40.4% | +4.1% | -44.5% | -42.0% |
| 6M | -63.7% | +49.6% | -113.2% | -67.5% |
| YTD | -26.9% | +58.6% | -85.5% | -35.9% |
| 1Y | -20.2% | +69.9% | -90.0% | -31.1% |
| 3Y | +208.1% | +82.9% | +125.3% | +151.9% |
| 5Y | +69.4% | -47.6% | +117.0% | +75.6% |
| 10Y | +440.6% | +58.8% | +381.8% | +324.2% |
| All | +387.2% | +1,331.5% | -944.3% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling