-59.8%
MTZ vs ACI
-18.6%
-41.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.4% | +12.9% | +8.4% |
| 7D | -6.4% | -2.2% | -4.2% | -6.9% |
| 30D | -22.1% | +10.3% | -32.4% | -19.5% |
| 3M | -32.7% | +7.2% | -39.9% | -30.9% |
| 6M | -59.8% | -18.0% | -41.8% | -60.0% |
| All | -59.8% | -18.6% | -41.2% | -60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling