-30.8%
AMT vs MTZ
+168.0%
-198.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.3% |
| 7D | -0.2% | +3.6% | -3.7% | -0.4% |
| 30D | +1.8% | -9.6% | +11.5% | +2.4% |
| 3M | -6.2% | -31.9% | +25.8% | -4.6% |
| 6M | -5.0% | -13.8% | +8.8% | -5.8% |
| YTD | +2.1% | +13.3% | -11.2% | -1.6% |
| 1Y | -5.7% | +39.3% | -45.0% | -11.4% |
| 3Y | +7.9% | +168.3% | -160.4% | -11.5% |
| All | -30.8% | +168.0% | -198.8% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling