+74.8%
MTZ vs ACI
-43.3%
+118.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.4% | +12.9% | +9.6% |
| 7D | -6.4% | -2.2% | -4.2% | -6.4% |
| 30D | -22.1% | +10.3% | -32.4% | -22.4% |
| 3M | -32.7% | +7.2% | -39.9% | -32.9% |
| 6M | -59.8% | -18.0% | -41.8% | -59.3% |
| YTD | -19.9% | -22.0% | +2.1% | -18.6% |
| 1Y | -11.5% | -23.4% | +11.9% | -9.8% |
| 3Y | +258.1% | -35.8% | +293.9% | +271.7% |
| All | +74.8% | -43.3% | +118.1% | +78.6% |
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