+148.1%
MTZ vs ACGL
+34.2%
+113.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +1.9% |
| 7D | -1.6% | -0.7% | -0.8% | -1.7% |
| 30D | -11.1% | -1.0% | -10.1% | -11.2% |
| 3M | -36.7% | +11.0% | -47.8% | -36.5% |
| 6M | -21.9% | -0.3% | -21.6% | -21.9% |
| YTD | +9.1% | +2.3% | +6.8% | +9.3% |
| 1Y | +30.0% | +6.4% | +23.6% | +30.1% |
| All | +148.1% | +34.2% | +113.8% | +147.4% |
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