+226.9%
MTZ vs ACGL
+35.5%
+191.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -10.6% | +6.4% | -17.0% | -9.8% |
| 30D | -30.4% | +16.6% | -47.0% | -28.9% |
| 3M | -40.4% | +11.6% | -52.0% | -39.4% |
| 6M | -63.7% | +17.5% | -81.1% | -63.0% |
| YTD | -26.9% | +15.3% | -42.2% | -25.5% |
| 1Y | -20.2% | +26.3% | -46.5% | -19.0% |
| All | +226.9% | +35.5% | +191.4% | +279.6% |
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