+506.6%
APP vs MTZ
+80.3%
+426.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -1.6% |
| 7D | +61.1% | -8.7% | +69.8% | +64.7% |
| 30D | +42.8% | -15.0% | +57.7% | +50.4% |
| 3M | +16.7% | -32.6% | +49.3% | +35.7% |
| 6M | -15.6% | -56.3% | +40.8% | +18.4% |
| YTD | -41.3% | -16.8% | -24.5% | -43.4% |
| 1Y | -39.3% | -10.0% | -29.2% | -43.8% |
| 3Y | +803.2% | +267.1% | +536.1% | +336.2% |
| 5Y | +313.2% | +89.9% | +223.3% | +141.5% |
| All | +506.6% | +80.3% | +426.3% | +268.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling