+34.7%
NXPI vs MTZ
+89.4%
-54.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.3% |
| 7D | +6.8% | +5.0% | +1.8% | +4.6% |
| 30D | +20.0% | -6.0% | +26.0% | +21.3% |
| 3M | +14.8% | -36.1% | +50.9% | +34.4% |
| 6M | -10.5% | -56.9% | +46.4% | +21.1% |
| YTD | +23.7% | -15.9% | +39.6% | +25.5% |
| 1Y | +34.1% | -3.8% | +37.9% | +28.3% |
| 3Y | +51.2% | +272.3% | -221.0% | -22.7% |
| All | +34.7% | +89.4% | -54.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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