-14.3%
MTZ vs ACI
-18.4%
+4.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.5% | -18.9% | -14.3% |
| 7D | -7.4% | +4.5% | -11.9% | -6.1% |
| 30D | -23.6% | +20.9% | -44.5% | -19.1% |
| 3M | -38.3% | +15.2% | -53.6% | -35.3% |
| 6M | -60.6% | -13.3% | -47.3% | -60.4% |
| YTD | -22.9% | -16.2% | -6.7% | -21.5% |
| 1Y | -14.3% | -16.9% | +2.6% | -13.0% |
| All | -14.3% | -18.4% | +4.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling