+7.9%
AMT vs MTZ
+165.0%
-157.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | 0.0% |
| 7D | -0.2% | +3.6% | -3.7% | -0.1% |
| 30D | +1.8% | -9.6% | +11.5% | +1.6% |
| 3M | -6.2% | -31.9% | +25.8% | -6.8% |
| 6M | -5.0% | -13.8% | +8.8% | -6.0% |
| YTD | +2.1% | +13.3% | -11.2% | +0.7% |
| 1Y | -5.7% | +39.3% | -45.0% | -7.3% |
| 3Y | +7.9% | +168.3% | -160.4% | +3.7% |
| All | +7.9% | +165.0% | -157.1% | +3.7% |
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