+74.8%
MTZ vs ACGL
+159.2%
-84.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.0% | +12.5% | +9.9% |
| 7D | -6.4% | +0.9% | -7.3% | -6.7% |
| 30D | -22.1% | +13.7% | -35.8% | -23.5% |
| 3M | -32.7% | +8.0% | -40.7% | -33.5% |
| 6M | -59.8% | +13.3% | -73.1% | -60.9% |
| YTD | -19.9% | +11.8% | -31.7% | -22.0% |
| 1Y | -11.5% | +22.2% | -33.7% | -15.7% |
| 3Y | +258.1% | +32.5% | +225.6% | +225.0% |
| All | +74.8% | +159.2% | -84.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling