+132.1%
APO vs MTZ
+156.0%
-23.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.3% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -8.4% | -14.8% | +6.4% | -4.5% |
| 3M | -2.1% | -30.8% | +28.8% | +5.7% |
| 6M | +19.2% | -22.6% | +41.9% | +22.6% |
| YTD | -10.5% | +6.8% | -17.4% | -19.0% |
| 1Y | -2.7% | +22.1% | -24.8% | -16.8% |
| 3Y | +52.5% | +153.1% | -100.6% | +0.9% |
| 5Y | +132.1% | +161.4% | -29.4% | +37.2% |
| All | +132.1% | +156.0% | -23.9% | +37.2% |
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