+527.5%
APP vs MTZ
+82.3%
+445.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.5% |
| 7D | +4.6% | +5.0% | -0.4% | +2.3% |
| 30D | +56.0% | -6.0% | +62.0% | +56.5% |
| 3M | +30.8% | -36.1% | +67.0% | +56.7% |
| 6M | -9.8% | -56.9% | +47.1% | +27.5% |
| YTD | -39.3% | -15.9% | -23.4% | -41.7% |
| 1Y | -26.4% | -3.8% | -22.6% | -34.4% |
| 3Y | +887.9% | +272.3% | +615.7% | +374.0% |
| 5Y | +264.1% | +91.1% | +173.0% | +111.8% |
| All | +527.5% | +82.3% | +445.2% | +279.2% |
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 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