+267.1%
MTZ vs ACGL
+34.9%
+232.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.2% |
| 7D | -8.7% | +1.3% | -10.0% | -8.5% |
| 30D | -15.0% | +14.2% | -29.2% | -13.4% |
| 3M | -32.6% | +11.1% | -43.7% | -31.5% |
| 6M | -56.3% | +16.4% | -72.7% | -55.6% |
| YTD | -16.8% | +13.8% | -30.6% | -15.4% |
| 1Y | -10.0% | +21.6% | -31.6% | -8.8% |
| 3Y | +267.1% | +33.5% | +233.6% | +334.2% |
| All | +267.1% | +34.9% | +232.2% | +334.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling