+54.8%
APO vs MTZ
+160.8%
-105.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | -1.0% | +2.3% | -3.3% | -1.5% |
| 30D | -0.4% | -10.3% | +9.9% | +1.7% |
| 3M | -0.9% | -31.8% | +31.0% | +5.7% |
| 6M | +22.1% | -19.2% | +41.3% | +23.0% |
| YTD | -8.4% | +10.7% | -19.1% | -17.1% |
| 1Y | -0.9% | +37.5% | -38.5% | -17.3% |
| All | +54.8% | +160.8% | -105.9% | +22.0% |
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