+93.5%
MTZ vs AA
-16.1%
+109.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.7% |
| 7D | +16.5% | +5.3% | +11.2% | +14.8% |
| 30D | -10.2% | -2.3% | -7.9% | -9.5% |
| 3M | -34.2% | -20.8% | -13.3% | -29.2% |
| 6M | -56.0% | -39.8% | -16.1% | -49.0% |
| YTD | -14.8% | -23.3% | +8.4% | -10.3% |
| 1Y | -7.2% | +1.8% | -9.1% | -11.0% |
| 3Y | +275.8% | +69.5% | +206.2% | +192.1% |
| 5Y | +93.5% | -18.0% | +111.5% | +62.3% |
| All | +93.5% | -16.1% | +109.6% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling