-21.9%
MTZ vs AA
-24.4%
+2.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -11.1% | +5.0% | -16.1% | -12.7% |
| 3M | -36.7% | -35.8% | -0.9% | -32.5% |
| 6M | -21.9% | -18.4% | -3.6% | -21.1% |
| All | -21.9% | -24.4% | +2.5% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling