-25.6%
ACN vs MTZ
+22.0%
-47.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +0.3% |
| 7D | -7.9% | 0.0% | -7.8% | -7.8% |
| 30D | -1.1% | -14.8% | +13.8% | -4.7% |
| 3M | +5.6% | -30.8% | +36.4% | -3.2% |
| 6M | -9.9% | -22.6% | +12.7% | -18.8% |
| YTD | -32.3% | +6.8% | -39.1% | -39.5% |
| All | -25.6% | +22.0% | -47.6% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling