+1,777.9%
APO vs MTZ
+1,100.9%
+677.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.5% |
| 7D | +0.1% | +3.6% | -3.5% | -1.0% |
| 30D | +3.9% | -9.6% | +13.5% | +6.7% |
| 3M | +3.8% | -31.9% | +35.7% | +13.3% |
| 6M | +22.3% | -13.8% | +36.1% | +22.7% |
| YTD | -7.8% | +13.3% | -21.1% | -16.1% |
| 1Y | -0.3% | +39.3% | -39.6% | -16.0% |
| 3Y | +57.1% | +168.3% | -111.2% | +3.4% |
| 5Y | +137.0% | +166.4% | -29.4% | +52.1% |
| 10Y | +946.8% | +739.9% | +206.9% | +344.1% |
| All | +1,777.9% | +1,100.9% | +677.0% | +586.5% |
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