+8.3%
AMT vs MTZ
-55.4%
+63.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.5% |
| 7D | -2.2% | +16.5% | -18.6% | +0.1% |
| 30D | +5.8% | -10.2% | +16.0% | +4.8% |
| 3M | +12.6% | -34.2% | +46.7% | +6.8% |
| 6M | +8.3% | -56.0% | +64.3% | -4.7% |
| All | +8.3% | -55.4% | +63.7% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling