+5,106.6%
MTZ vs ACGL
+4,429.2%
+677.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.7% |
| 7D | -1.6% | -0.7% | -0.8% | -1.4% |
| 30D | -11.1% | -1.0% | -10.1% | -10.9% |
| 3M | -36.7% | +11.0% | -47.8% | -39.5% |
| 6M | -21.9% | -0.3% | -21.6% | -22.7% |
| YTD | +9.1% | +2.3% | +6.8% | +6.7% |
| 1Y | +30.0% | +6.4% | +23.6% | +25.0% |
| 3Y | +138.5% | +34.0% | +104.5% | +104.8% |
| 5Y | +158.3% | +161.6% | -3.3% | +71.9% |
| 10Y | +700.8% | +278.6% | +422.2% | +375.3% |
| All | +5,106.6% | +4,429.2% | +677.4% | +1,987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling