-55.1%
MTZ vs AAOX
-95.9%
+40.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.9% | -0.4% | +7.5% |
| 7D | -2.4% | -35.9% | +33.4% | +1.6% |
| 30D | -11.1% | -81.6% | +70.5% | +4.8% |
| 3M | -30.6% | -90.3% | +59.7% | -14.6% |
| All | -55.1% | -95.9% | +40.7% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling