+156.2%
MTZ vs ABCL
-80.5%
+236.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.7% | +2.8% | +8.7% |
| 7D | -6.4% | -3.2% | -3.2% | -6.2% |
| 30D | -22.1% | -7.4% | -14.7% | -21.6% |
| 3M | -32.7% | +81.9% | -114.6% | -38.7% |
| 6M | -59.8% | +135.7% | -195.5% | -65.0% |
| YTD | -19.9% | +247.4% | -267.3% | -34.3% |
| 1Y | -11.5% | +162.3% | -173.7% | -25.0% |
| 3Y | +258.1% | +165.5% | +92.6% | +188.5% |
| 5Y | +85.5% | -21.3% | +106.8% | +59.1% |
| All | +156.2% | -80.5% | +236.7% | +139.6% |
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