+20.3%
ARM vs MTZ
-8.2%
+28.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.6% | -1.9% | +1.8% |
| 7D | -5.3% | -2.4% | -2.9% | -4.7% |
| 30D | -30.0% | -11.1% | -18.9% | -25.8% |
| 3M | -34.1% | -30.6% | -3.5% | -19.8% |
| 6M | -12.6% | -54.4% | +41.7% | +31.1% |
| YTD | +70.4% | -13.0% | +83.5% | +68.0% |
| All | +20.3% | -8.2% | +28.6% | +10.5% |
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