+8.1%
APH vs MTZ
-60.2%
+68.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.5% | -5.4% | +1.0% |
| 7D | -5.9% | -6.4% | +0.5% | -4.1% |
| 30D | -14.8% | -22.1% | +7.3% | -8.8% |
| 3M | -12.4% | -32.7% | +20.3% | -2.3% |
| 6M | +8.1% | -59.8% | +67.9% | +39.8% |
| All | +8.1% | -60.2% | +68.3% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling