+268.6%
ARM vs MTZ
+271.0%
-2.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -3.8% |
| 7D | +9.1% | +5.0% | +4.1% | +6.0% |
| 30D | -19.9% | -6.0% | -13.9% | -17.6% |
| 3M | -31.6% | -36.1% | +4.5% | -9.5% |
| 6M | -13.9% | -56.9% | +43.0% | +44.0% |
| YTD | +74.3% | -15.9% | +90.2% | +80.7% |
| 1Y | +35.8% | -3.8% | +39.6% | +27.5% |
| 3Y | +268.6% | +272.3% | -3.7% | +55.1% |
| All | +268.6% | +271.0% | -2.4% | +55.1% |
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