+355.9%
APH vs MTZ
+158.3%
+197.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.1% |
| 7D | +5.0% | -1.6% | +6.5% | +5.5% |
| 30D | -3.9% | -11.1% | +7.2% | 0.0% |
| 3M | +13.0% | -36.7% | +49.7% | +30.4% |
| 6M | +25.2% | -21.9% | +47.1% | +32.4% |
| YTD | +22.9% | +9.1% | +13.8% | +15.0% |
| 1Y | +47.8% | +30.0% | +17.9% | +29.4% |
| 3Y | +283.0% | +138.5% | +144.6% | +174.6% |
| All | +355.9% | +158.3% | +197.6% | +198.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling