+166.1%
MTZ vs ABCL
-79.6%
+245.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -8.7% | +2.3% | -11.0% | -8.9% |
| 30D | -15.0% | -0.7% | -14.3% | -15.1% |
| 3M | -32.6% | +33.4% | -66.0% | -35.6% |
| 6M | -56.3% | +137.8% | -194.1% | -62.0% |
| YTD | -16.8% | +264.3% | -281.1% | -32.1% |
| 1Y | -10.0% | +209.2% | -219.2% | -25.1% |
| 3Y | +267.1% | +208.4% | +58.7% | +191.5% |
| 5Y | +89.9% | -11.9% | +101.7% | +61.4% |
| All | +166.1% | -79.6% | +245.7% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling