-11.5%
MTZ vs ACGL
+22.6%
-34.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.0% | +12.5% | +7.5% |
| 7D | -6.4% | +0.9% | -7.3% | -5.7% |
| 30D | -22.1% | +13.7% | -35.8% | -15.2% |
| 3M | -32.7% | +8.0% | -40.7% | -28.8% |
| 6M | -59.8% | +13.3% | -73.1% | -56.5% |
| YTD | -19.9% | +11.8% | -31.7% | -11.7% |
| 1Y | -11.5% | +22.2% | -33.7% | +1.8% |
| All | -11.5% | +22.6% | -34.0% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling