+276.8%
QCOM vs MTZ
+748.3%
-471.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.1% |
| 7D | +5.1% | +3.6% | +1.5% | +4.0% |
| 30D | +4.3% | -9.6% | +13.9% | +7.1% |
| 3M | -19.6% | -31.9% | +12.3% | -11.2% |
| 6M | +29.5% | -13.8% | +43.3% | +32.8% |
| YTD | +3.4% | +13.3% | -9.9% | -2.8% |
| 1Y | +10.9% | +39.3% | -28.4% | -2.3% |
| 3Y | +74.8% | +168.3% | -93.6% | +22.7% |
| 5Y | +36.2% | +166.4% | -130.2% | -6.8% |
| All | +276.8% | +748.3% | -471.5% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling