+262.1%
APH vs MTZ
+237.5%
+24.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.5% | -5.4% | +0.2% |
| 7D | -5.9% | -6.4% | +0.5% | -3.7% |
| 30D | -14.8% | -22.1% | +7.3% | -6.3% |
| 3M | -12.4% | -32.7% | +20.3% | +1.6% |
| 6M | +8.1% | -59.8% | +67.9% | +52.2% |
| YTD | +10.9% | -19.9% | +30.9% | +13.1% |
| 1Y | +8.8% | -11.5% | +20.2% | +6.2% |
| 3Y | +262.1% | +258.1% | +4.0% | +143.3% |
| All | +262.1% | +237.5% | +24.6% | +143.3% |
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