+76.8%
AEP vs MTZ
+151.6%
-74.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | -0.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.1% | -14.8% | +14.7% | +0.1% |
| 3M | -3.2% | -30.8% | +27.6% | -3.0% |
| 6M | -5.3% | -22.6% | +17.3% | -5.1% |
| YTD | +9.5% | +6.8% | +2.7% | +9.9% |
| 1Y | +17.5% | +22.1% | -4.6% | +18.0% |
| All | +76.8% | +151.6% | -74.7% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling