+317.2%
ADP vs MTZ
+427.4%
-110.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +0.3% | +16.5% | -16.2% | -2.0% |
| 30D | +11.6% | -10.2% | +21.8% | +12.7% |
| 3M | +15.1% | -34.2% | +49.2% | +21.1% |
| 6M | +46.0% | -56.0% | +102.0% | +61.3% |
| YTD | +22.4% | -14.8% | +37.2% | +17.7% |
| 1Y | +24.5% | -7.2% | +31.7% | +17.3% |
| 3Y | +44.8% | +275.8% | -231.0% | -4.7% |
| 5Y | +49.1% | +93.5% | -44.4% | +10.7% |
| All | +317.2% | +427.4% | -110.2% | +126.6% |
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 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