+49,194.2%
QCOM vs MTZ
+8,146.8%
+41,047.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.5% | -4.0% | +3.9% |
| 7D | +0.4% | -6.4% | +6.8% | +1.1% |
| 30D | -6.6% | -22.1% | +15.4% | -3.1% |
| 3M | +3.7% | -32.7% | +36.4% | +10.0% |
| 6M | -13.3% | -59.8% | +46.5% | -0.2% |
| YTD | -1.8% | -19.9% | +18.1% | +0.1% |
| 1Y | -2.5% | -11.5% | +9.0% | -2.4% |
| 3Y | +47.0% | +258.1% | -211.1% | +15.2% |
| 5Y | +13.1% | +85.5% | -72.4% | -2.8% |
| 10Y | +224.7% | +492.2% | -267.5% | +122.1% |
| All | +49,194.2% | +8,146.8% | +41,047.4% | +24,010.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling