-48.1%
MTZ vs AAOX
-89.3%
+41.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -15.0% | -0.4% | -13.9% |
| 7D | -7.4% | -50.3% | +42.9% | -1.4% |
| 30D | -23.6% | -79.8% | +56.2% | -12.4% |
| 3M | -38.3% | -85.9% | +47.6% | -28.4% |
| 6M | -60.6% | -95.7% | +35.1% | -54.3% |
| All | -48.1% | -89.3% | +41.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling