+291.1%
APH vs MTZ
+155.1%
+136.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.1% |
| 7D | +5.0% | -1.6% | +6.5% | +5.6% |
| 30D | -3.9% | -11.1% | +7.2% | +0.2% |
| 3M | +13.0% | -36.7% | +49.7% | +31.4% |
| 6M | +25.2% | -21.9% | +47.1% | +32.2% |
| YTD | +22.9% | +9.1% | +13.8% | +13.6% |
| 1Y | +47.8% | +30.0% | +17.9% | +27.1% |
| All | +291.1% | +155.1% | +136.0% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling