+12,085.4%
ADP vs MTZ
+2,368.0%
+9,717.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +0.3% | +16.5% | -16.2% | -1.1% |
| 30D | +11.6% | -10.2% | +21.8% | +12.2% |
| 3M | +15.1% | -34.2% | +49.2% | +18.4% |
| 6M | +46.0% | -56.0% | +102.0% | +54.1% |
| YTD | +22.4% | -14.8% | +37.2% | +21.3% |
| 1Y | +24.5% | -7.2% | +31.7% | +22.3% |
| 3Y | +44.8% | +275.8% | -231.0% | +23.4% |
| 5Y | +49.1% | +93.5% | -44.4% | +33.2% |
| 10Y | +320.9% | +432.7% | -111.8% | +237.6% |
| All | +12,085.4% | +2,368.0% | +9,717.4% | +8,027.1% |
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