+157.9%
MTZ vs ACI
-42.9%
+200.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -11.1% | +5.9% | -17.0% | -11.4% |
| 3M | -36.7% | -19.8% | -16.9% | -35.8% |
| 6M | -21.9% | -24.7% | +2.8% | -20.5% |
| YTD | +9.1% | -24.4% | +33.5% | +10.9% |
| 1Y | +30.0% | -31.5% | +61.5% | +33.8% |
| 3Y | +138.5% | -38.7% | +177.1% | +147.6% |
| All | +157.9% | -42.9% | +200.8% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling