+501.4%
MTZ vs AA
+63.3%
+438.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.6% | +8.6% |
| 7D | -6.4% | +0.9% | -7.3% | -6.8% |
| 30D | -22.1% | -6.7% | -15.4% | -20.3% |
| 3M | -32.7% | -16.3% | -16.3% | -28.9% |
| 6M | -59.8% | -37.1% | -22.7% | -53.8% |
| YTD | -19.9% | -25.0% | +5.1% | -14.7% |
| 1Y | -11.5% | +8.6% | -20.0% | -17.1% |
| 3Y | +258.1% | +57.2% | +200.8% | +180.6% |
| 5Y | +85.5% | -13.0% | +98.6% | +58.9% |
| All | +501.4% | +63.3% | +438.0% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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