+1,311.4%
AMT vs MTZ
+1,176.4%
+135.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -0.2% | -1.6% | +1.4% | 0.0% |
| 30D | +4.6% | -11.1% | +15.7% | +6.6% |
| 3M | -8.4% | -36.7% | +28.3% | -2.6% |
| 6M | -6.0% | -21.9% | +15.9% | -4.2% |
| YTD | +2.1% | +9.1% | -7.0% | -2.3% |
| 1Y | -6.4% | +30.0% | -36.3% | -13.8% |
| 3Y | +8.1% | +138.5% | -130.4% | -15.1% |
| 5Y | -31.9% | +158.3% | -190.3% | -48.6% |
| 10Y | +97.1% | +700.8% | -603.7% | +8.6% |
| All | +1,311.4% | +1,176.4% | +135.0% | +296.2% |
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 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