+61,451.9%
APH vs MTZ
+14,131.4%
+47,320.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.1% | -46.7% | -47.6% |
| 7D | -48.7% | -5.6% | -43.2% | -48.1% |
| 30D | -51.9% | -11.1% | -40.9% | -51.0% |
| 3M | -43.6% | -36.7% | -6.9% | -39.5% |
| 6M | -37.5% | -21.9% | -15.6% | -35.5% |
| YTD | -38.6% | +9.1% | -47.8% | -39.9% |
| 1Y | -26.3% | +30.0% | -56.3% | -29.9% |
| 3Y | +89.2% | +138.5% | -49.3% | +61.7% |
| 5Y | +119.8% | +158.3% | -38.5% | +83.1% |
| 10Y | +454.3% | +700.8% | -246.5% | +277.2% |
| All | +61,451.9% | +14,131.4% | +47,320.5% | +28,881.5% |
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