-41.5%
ACHR vs MTZ
+272.3%
-313.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +0.2% |
| 7D | +4.9% | +3.6% | +1.3% | +3.0% |
| 30D | +4.3% | -9.6% | +13.9% | +9.0% |
| 3M | +1.7% | -31.9% | +33.7% | +19.6% |
| 6M | -6.9% | -13.8% | +6.9% | -4.3% |
| YTD | -22.5% | +13.3% | -35.7% | -31.3% |
| 1Y | -31.5% | +39.3% | -70.8% | -45.6% |
| 3Y | -14.4% | +168.3% | -182.7% | -50.0% |
| 5Y | -41.6% | +166.4% | -208.0% | -67.8% |
| All | -41.5% | +272.3% | -313.8% | -67.7% |
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