+249.1%
MTZ vs ABCL
-81.3%
+330.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -11.1% | +93.1% | -104.2% | -19.2% |
| 3M | -36.7% | +79.4% | -116.1% | -42.2% |
| 6M | -21.9% | +214.9% | -236.8% | -34.2% |
| YTD | +9.1% | +234.2% | -225.1% | -9.5% |
| 1Y | +30.0% | +174.8% | -144.8% | +9.8% |
| 3Y | +138.5% | +104.5% | +34.0% | +97.9% |
| 5Y | +158.3% | -39.0% | +197.4% | +124.9% |
| All | +249.1% | -81.3% | +330.3% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling