+16.4%
APH vs MTZ
-14.7%
+31.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -15.4% | +9.2% | -0.4% |
| 7D | -2.4% | -7.4% | +5.0% | +0.1% |
| 30D | -9.5% | -23.6% | +14.1% | -0.5% |
| 3M | -7.6% | -38.3% | +30.7% | +9.5% |
| 6M | +12.4% | -60.6% | +73.0% | +59.1% |
| YTD | +17.5% | -22.9% | +40.4% | -1.5% |
| 1Y | +16.4% | -14.3% | +30.7% | -9.9% |
| All | +16.4% | -14.7% | +31.1% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling