+2,231.7%
AEP vs MTZ
+3,182.4%
-950.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.6% |
| 7D | +2.0% | +3.6% | -1.5% | +1.8% |
| 30D | +0.5% | -9.6% | +10.2% | +0.9% |
| 3M | -0.3% | -31.9% | +31.6% | +1.0% |
| 6M | -3.5% | -13.8% | +10.3% | -3.3% |
| YTD | +11.3% | +13.3% | -2.0% | +10.2% |
| 1Y | +20.2% | +39.3% | -19.0% | +17.9% |
| 3Y | +79.8% | +168.3% | -88.6% | +69.5% |
| 5Y | +65.6% | +166.4% | -100.8% | +55.2% |
| 10Y | +169.3% | +739.9% | -570.6% | +135.9% |
| All | +2,231.7% | +3,182.4% | -950.7% | +1,695.6% |
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