+2,274.1%
MTZ vs AA
+213.5%
+2,060.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.6% | +8.5% |
| 7D | -6.4% | +0.9% | -7.3% | -6.8% |
| 30D | -22.1% | -6.7% | -15.4% | -20.2% |
| 3M | -32.7% | -16.3% | -16.3% | -28.8% |
| 6M | -59.8% | -37.1% | -22.7% | -53.5% |
| YTD | -19.9% | -25.0% | +5.1% | -14.4% |
| 1Y | -11.5% | +8.6% | -20.0% | -17.1% |
| 3Y | +258.1% | +57.2% | +200.8% | +179.0% |
| 5Y | +85.5% | -13.0% | +98.6% | +60.3% |
| 10Y | +492.2% | +65.5% | +426.6% | +233.2% |
| All | +2,274.1% | +213.5% | +2,060.6% | +956.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling