+1,623.2%
ACN vs MTZ
+1,637.3%
-14.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -4.6% |
| 7D | -4.8% | +3.6% | -8.4% | -5.3% |
| 30D | +1.9% | -9.6% | +11.5% | +3.0% |
| 3M | +3.9% | -31.9% | +35.8% | +7.5% |
| 6M | -15.0% | -13.8% | -1.2% | -15.6% |
| YTD | -31.9% | +13.3% | -45.2% | -35.3% |
| 1Y | -28.5% | +39.3% | -67.8% | -34.4% |
| 3Y | -41.9% | +168.3% | -210.2% | -53.0% |
| 5Y | -42.9% | +166.4% | -209.3% | -54.4% |
| 10Y | +88.7% | +739.9% | -651.2% | +23.0% |
| All | +1,623.2% | +1,637.3% | -14.1% | +626.7% |
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