+96.2%
AGG vs MTZ
+2,365.7%
-2,269.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.1% |
| 7D | -1.1% | +1.4% | -2.4% | -1.0% |
| 30D | -1.1% | -14.5% | +13.3% | -1.2% |
| 3M | -1.9% | -32.9% | +31.0% | -2.0% |
| 6M | -1.7% | -20.8% | +19.1% | -1.7% |
| YTD | -1.3% | +10.6% | -11.9% | -1.2% |
| 1Y | -0.7% | +27.1% | -27.8% | -0.6% |
| 3Y | +12.5% | +166.1% | -153.7% | +13.0% |
| 5Y | -2.5% | +170.7% | -173.2% | -2.0% |
| 10Y | +14.2% | +752.2% | -738.0% | +15.8% |
| All | +96.2% | +2,365.7% | -2,269.5% | +102.6% |
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