+93.1%
ACN vs MTZ
+773.6%
-680.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.2% | +2.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | +2.1% | -14.5% | +16.6% | +4.4% |
| 3M | +11.1% | -32.9% | +44.0% | +16.0% |
| 6M | -6.8% | -20.8% | +14.0% | -7.1% |
| YTD | -30.0% | +10.6% | -40.6% | -35.4% |
| 1Y | -23.1% | +27.1% | -50.2% | -31.6% |
| 3Y | -40.4% | +166.1% | -206.5% | -57.5% |
| 5Y | -41.6% | +170.7% | -212.2% | -59.8% |
| All | +93.1% | +773.6% | -680.5% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling