+10,816.5%
ADP vs MTZ
+3,062.5%
+7,754.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | -3.4% | -1.6% | -1.8% | -3.3% |
| 30D | +2.8% | -11.1% | +13.9% | +3.7% |
| 3M | +20.9% | -36.7% | +57.6% | +24.5% |
| 6M | +29.9% | -21.9% | +51.8% | +30.8% |
| YTD | +9.6% | +9.1% | +0.5% | +6.9% |
| 1Y | -5.3% | +30.0% | -35.2% | -9.3% |
| 3Y | +16.5% | +138.5% | -122.0% | +3.8% |
| 5Y | +49.4% | +158.3% | -108.9% | +30.9% |
| 10Y | +282.2% | +700.8% | -418.6% | +198.0% |
| All | +10,816.5% | +3,062.5% | +7,754.0% | +7,067.8% |
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