+49.1%
ADP vs MTZ
+92.0%
-42.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +0.3% | +16.5% | -16.2% | -0.4% |
| 30D | +11.6% | -10.2% | +21.8% | +12.0% |
| 3M | +15.1% | -34.2% | +49.2% | +17.2% |
| 6M | +46.0% | -56.0% | +102.0% | +52.4% |
| YTD | +22.4% | -14.8% | +37.2% | +16.5% |
| 1Y | +24.5% | -7.2% | +31.7% | +16.8% |
| 3Y | +44.8% | +275.8% | -231.0% | +2.1% |
| 5Y | +49.1% | +93.5% | -44.4% | +15.0% |
| All | +49.1% | +92.0% | -42.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling