+500.0%
APP vs MTZ
+73.6%
+426.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.5% | +0.3% | +5.6% |
| 7D | +71.2% | -6.4% | +77.6% | +72.8% |
| 30D | +39.1% | -22.1% | +61.1% | +52.6% |
| 3M | +16.5% | -32.7% | +49.2% | +35.4% |
| 6M | -16.6% | -59.8% | +43.3% | +21.7% |
| YTD | -41.9% | -19.9% | -22.0% | -43.0% |
| 1Y | -37.0% | -11.5% | -25.6% | -41.5% |
| 3Y | +892.4% | +258.1% | +634.4% | +385.2% |
| 5Y | +297.3% | +85.5% | +211.8% | +135.7% |
| All | +500.0% | +73.6% | +426.4% | +270.9% |
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