+697.8%
MTZ vs ACGL
+276.1%
+421.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.9% |
| 7D | -1.6% | -0.7% | -0.8% | -1.3% |
| 30D | -11.1% | -1.0% | -10.1% | -10.8% |
| 3M | -36.7% | +11.0% | -47.8% | -40.7% |
| 6M | -21.9% | -0.3% | -21.6% | -23.1% |
| YTD | +9.1% | +2.3% | +6.8% | +5.4% |
| 1Y | +30.0% | +6.4% | +23.6% | +22.5% |
| 3Y | +138.5% | +34.0% | +104.5% | +84.7% |
| 5Y | +158.3% | +161.6% | -3.3% | +24.6% |
| All | +697.8% | +276.1% | +421.8% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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