+152.3%
ACN vs MTZ
+420.7%
-268.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -3.8% | +5.0% | -8.8% | -4.7% |
| 30D | +16.5% | -6.0% | +22.5% | +16.8% |
| 3M | +41.5% | -36.1% | +77.6% | +50.1% |
| 6M | +60.1% | -56.9% | +116.9% | +78.3% |
| YTD | -3.9% | -15.9% | +12.0% | -8.5% |
| 1Y | +4.1% | -3.8% | +7.9% | -4.0% |
| 3Y | -15.9% | +272.3% | -288.1% | -46.9% |
| 5Y | -26.3% | +91.1% | -117.4% | -46.8% |
| All | +152.3% | +420.7% | -268.4% | +32.8% |
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