+24.5%
ADP vs MTZ
-6.5%
+31.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | 0.0% |
| 7D | +0.3% | +16.5% | -16.2% | +4.0% |
| 30D | +11.6% | -10.2% | +21.8% | +9.6% |
| 3M | +15.1% | -34.2% | +49.2% | +5.2% |
| 6M | +46.0% | -56.0% | +102.0% | +23.2% |
| YTD | +22.4% | -14.8% | +37.2% | +12.3% |
| 1Y | +24.5% | -7.2% | +31.7% | +14.2% |
| All | +24.5% | -6.5% | +31.0% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling