-43.0%
ACN vs MTZ
+160.8%
-203.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.9% |
| 7D | -6.3% | +2.3% | -8.6% | -6.3% |
| 30D | -1.4% | -10.3% | +8.9% | -1.6% |
| 3M | +2.6% | -31.8% | +34.4% | +1.6% |
| 6M | -14.3% | -19.2% | +4.9% | -17.0% |
| YTD | -33.1% | +10.7% | -43.8% | -37.4% |
| 1Y | -28.8% | +37.5% | -66.3% | -35.1% |
| All | -43.0% | +160.8% | -203.8% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling