+45.8%
ADP vs MTZ
+165.9%
-120.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.3% | -3.7% |
| 7D | -5.5% | +3.6% | -9.0% | -5.7% |
| 30D | -1.2% | -9.6% | +8.4% | -0.8% |
| 3M | +17.9% | -31.9% | +49.8% | +19.8% |
| 6M | +20.3% | -13.8% | +34.1% | +17.9% |
| YTD | +5.8% | +13.3% | -7.4% | -0.3% |
| 1Y | -7.7% | +39.3% | -47.0% | -16.2% |
| 3Y | +14.7% | +168.3% | -153.6% | -8.6% |
| 5Y | +45.8% | +166.4% | -120.6% | +11.0% |
| All | +45.8% | +165.9% | -120.1% | +11.0% |
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