-45.3%
APP vs MTZ
+36.0%
-81.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.6% |
| 7D | -4.4% | +2.3% | -6.7% | -5.1% |
| 30D | -10.0% | -10.3% | +0.3% | -7.4% |
| 3M | -41.4% | -31.8% | -9.6% | -36.0% |
| 6M | -41.0% | -19.2% | -21.8% | -42.8% |
| YTD | -54.7% | +10.7% | -65.5% | -62.7% |
| 1Y | -45.3% | +37.5% | -82.9% | -56.2% |
| All | -45.3% | +36.0% | -81.3% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling