+69.4%
MTZ vs ABCL
-30.0%
+99.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.4% | +4.2% | -3.8% |
| 7D | -10.6% | -14.9% | +4.3% | -8.8% |
| 30D | -30.4% | -15.4% | -15.0% | -29.0% |
| 3M | -40.4% | +88.0% | -128.4% | -47.2% |
| 6M | -63.7% | +138.8% | -202.5% | -69.5% |
| YTD | -26.9% | +225.4% | -252.3% | -42.3% |
| 1Y | -20.2% | +137.3% | -157.5% | -34.0% |
| 3Y | +208.1% | +136.8% | +71.3% | +139.3% |
| 5Y | +69.4% | -26.2% | +95.6% | +44.4% |
| All | +69.4% | -30.0% | +99.4% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling