+37,168.6%
ADI vs MTZ
+3,182.4%
+33,986.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.5% |
| 7D | +2.4% | +3.6% | -1.1% | +1.7% |
| 30D | -6.6% | -9.6% | +3.1% | -4.8% |
| 3M | -9.8% | -31.9% | +22.1% | -3.6% |
| 6M | +15.7% | -13.8% | +29.5% | +18.0% |
| YTD | +35.1% | +13.3% | +21.9% | +30.4% |
| 1Y | +47.7% | +39.3% | +8.4% | +36.7% |
| 3Y | +114.5% | +168.3% | -53.9% | +71.7% |
| 5Y | +141.2% | +166.4% | -25.2% | +90.9% |
| 10Y | +611.3% | +739.9% | -128.6% | +336.8% |
| All | +37,168.6% | +3,182.4% | +33,986.2% | +13,708.9% |
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 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