+892.4%
APP vs MTZ
+237.5%
+655.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.5% | +0.3% | +5.4% |
| 7D | +71.2% | -6.4% | +77.6% | +72.8% |
| 30D | +39.1% | -22.1% | +61.1% | +54.1% |
| 3M | +16.5% | -32.7% | +49.2% | +37.6% |
| 6M | -16.6% | -59.8% | +43.3% | +28.4% |
| YTD | -41.9% | -19.9% | -22.0% | -46.2% |
| 1Y | -37.0% | -11.5% | -25.6% | -45.7% |
| 3Y | +892.4% | +258.1% | +634.4% | +287.3% |
| All | +892.4% | +237.5% | +655.0% | +287.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling