+3.6%
QCOM vs MTZ
-6.8%
+10.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +13.0% | +16.5% | -3.5% | +9.4% |
| 30D | +0.2% | -10.2% | +10.4% | +1.6% |
| 3M | +9.2% | -34.2% | +43.4% | +19.3% |
| 6M | -15.0% | -56.0% | +41.0% | +0.9% |
| YTD | +5.2% | -14.8% | +20.0% | +12.6% |
| All | +3.6% | -6.8% | +10.4% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling