+651.5%
ADI vs MTZ
+773.6%
-122.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.3% | +3.7% |
| 7D | +4.6% | +1.4% | +3.2% | +4.1% |
| 30D | -1.2% | -14.5% | +13.3% | +3.8% |
| 3M | -7.8% | -32.9% | +25.1% | +3.2% |
| 6M | +19.3% | -20.8% | +40.2% | +26.3% |
| YTD | +40.9% | +10.6% | +30.3% | +33.2% |
| 1Y | +54.5% | +27.1% | +27.4% | +39.1% |
| 3Y | +123.4% | +166.1% | -42.7% | +52.4% |
| 5Y | +142.3% | +170.7% | -28.4% | +59.1% |
| All | +651.5% | +773.6% | -122.1% | +240.9% |
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