-44.0%
ACHR vs MTZ
+156.0%
-200.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +1.0% |
| 7D | -5.4% | 0.0% | -5.3% | -5.4% |
| 30D | -19.7% | -14.8% | -4.9% | -13.0% |
| 3M | +7.9% | -30.8% | +38.7% | +27.1% |
| 6M | -13.8% | -22.6% | +8.9% | -5.9% |
| YTD | -27.5% | +6.8% | -34.3% | -35.1% |
| 1Y | -33.9% | +22.1% | -56.1% | -45.3% |
| 3Y | -20.0% | +153.1% | -173.1% | -55.5% |
| 5Y | -44.0% | +161.4% | -205.4% | -72.0% |
| All | -44.0% | +156.0% | -200.0% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling