+242.6%
QCOM vs MTZ
+420.7%
-178.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.3% |
| 7D | +4.3% | +5.0% | -0.7% | +2.7% |
| 30D | -0.1% | -6.0% | +5.9% | +0.6% |
| 3M | +5.2% | -36.1% | +41.3% | +18.1% |
| 6M | -18.4% | -56.9% | +38.5% | +1.7% |
| YTD | +2.4% | -15.9% | +18.3% | +3.4% |
| 1Y | +0.9% | -3.8% | +4.7% | -2.3% |
| 3Y | +48.4% | +272.3% | -223.9% | -6.2% |
| 5Y | +16.6% | +91.1% | -74.5% | -14.1% |
| All | +242.6% | +420.7% | -178.1% | +81.7% |
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