+127,881.2%
APH vs MTZ
+10,750.4%
+117,130.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.2% |
| 7D | -5.0% | -8.7% | +3.7% | -3.6% |
| 30D | -8.4% | -15.0% | +6.6% | -5.9% |
| 3M | -4.5% | -32.6% | +28.1% | +1.7% |
| 6M | +25.3% | -56.3% | +81.6% | +42.1% |
| YTD | +18.9% | -16.8% | +35.7% | +21.4% |
| 1Y | +11.9% | -10.0% | +22.0% | +12.9% |
| 3Y | +278.0% | +267.1% | +10.8% | +204.3% |
| 5Y | +306.4% | +89.9% | +216.6% | +255.1% |
| 10Y | +955.2% | +442.2% | +512.9% | +661.8% |
| All | +127,881.2% | +10,750.4% | +117,130.8% | +62,715.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling