+174.6%
ARM vs MTZ
+106.0%
+68.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.5% | -4.8% | -1.0% |
| 7D | -15.2% | -6.4% | -8.8% | -12.5% |
| 30D | -40.7% | -22.1% | -18.6% | -31.5% |
| 3M | -39.1% | -32.7% | -6.4% | -23.4% |
| 6M | -26.4% | -59.8% | +33.4% | +24.4% |
| YTD | +59.7% | -19.9% | +79.7% | +72.6% |
| 1Y | +10.3% | -11.5% | +21.8% | +11.5% |
| 3Y | +228.9% | +258.1% | -29.2% | +70.9% |
| All | +174.6% | +106.0% | +68.6% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling