+93.5%
MTZ vs ACI
-41.9%
+135.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | +16.5% | -0.5% | +16.9% | +16.5% |
| 30D | -10.2% | +4.9% | -15.1% | -10.4% |
| 3M | -34.2% | +11.1% | -45.3% | -34.5% |
| 6M | -56.0% | -14.9% | -41.0% | -55.4% |
| YTD | -14.8% | -19.6% | +4.8% | -13.5% |
| 1Y | -7.2% | -22.7% | +15.5% | -5.2% |
| 3Y | +275.8% | -31.2% | +307.0% | +287.4% |
| 5Y | +93.5% | -42.3% | +135.8% | +95.1% |
| All | +93.5% | -41.9% | +135.4% | +95.1% |
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