+193.0%
ARM vs MTZ
+123.6%
+69.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.6% | -1.9% | +1.5% |
| 7D | -5.3% | -2.4% | -2.9% | -4.5% |
| 30D | -30.0% | -11.1% | -18.9% | -25.6% |
| 3M | -34.1% | -30.6% | -3.5% | -18.5% |
| 6M | -12.6% | -54.4% | +41.7% | +36.3% |
| YTD | +70.4% | -13.0% | +83.5% | +75.1% |
| 1Y | +22.3% | -5.7% | +27.9% | +19.0% |
| 3Y | +261.2% | +297.2% | -36.0% | +77.6% |
| All | +193.0% | +123.6% | +69.3% | +71.2% |
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