+1,454.7%
AMT vs MTZ
+883.6%
+571.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.2% |
| 7D | +1.5% | +5.0% | -3.5% | +0.5% |
| 30D | +6.8% | -6.0% | +12.8% | +7.2% |
| 3M | +11.2% | -36.1% | +47.3% | +18.8% |
| 6M | +12.5% | -56.9% | +69.3% | +26.5% |
| YTD | +12.5% | -15.9% | +28.4% | +11.4% |
| 1Y | +10.1% | -3.8% | +13.9% | +6.3% |
| 3Y | +16.0% | +272.3% | -256.2% | -17.0% |
| 5Y | -17.2% | +91.1% | -108.2% | -34.5% |
| 10Y | +135.2% | +426.0% | -290.7% | +39.1% |
| All | +1,454.7% | +883.6% | +571.2% | +352.0% |
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