+50,186.6%
QCOM vs MTZ
+11,135.3%
+39,051.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +3.3% | -1.6% | +4.9% | +3.6% |
| 30D | +7.7% | -11.1% | +18.8% | +9.7% |
| 3M | -30.1% | -36.7% | +6.6% | -24.9% |
| 6M | +22.8% | -21.9% | +44.8% | +27.0% |
| YTD | +0.2% | +9.1% | -8.9% | -2.5% |
| 1Y | +7.9% | +30.0% | -22.1% | +1.8% |
| 3Y | +55.8% | +138.5% | -82.6% | +30.3% |
| 5Y | +30.1% | +158.3% | -128.3% | +6.3% |
| 10Y | +248.9% | +700.8% | -451.9% | +128.0% |
| All | +50,186.6% | +11,135.3% | +39,051.3% | +23,399.7% |
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 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