+311.3%
ARM vs MTZ
+191.2%
+120.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | 0.0% | +1.4% |
| 7D | +11.4% | +3.6% | +7.8% | +9.0% |
| 30D | -7.4% | -9.6% | +2.2% | -1.6% |
| 3M | -24.5% | -31.9% | +7.4% | -6.4% |
| 6M | +128.7% | -13.8% | +142.5% | +141.3% |
| YTD | +139.3% | +13.3% | +126.0% | +111.3% |
| 1Y | +88.0% | +39.3% | +48.7% | +44.4% |
| All | +311.3% | +191.2% | +120.0% | +106.6% |
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