+398.0%
MTZ vs ACM
+132.6%
+265.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.7% |
| 7D | +5.0% | +5.6% | -0.6% | +0.9% |
| 30D | -6.0% | +20.8% | -26.8% | -18.7% |
| 3M | -36.1% | +11.4% | -47.5% | -42.0% |
| 6M | -56.9% | +0.9% | -57.8% | -59.2% |
| YTD | -15.9% | -24.8% | +8.9% | -2.5% |
| 1Y | -3.8% | -46.4% | +42.6% | +46.1% |
| 3Y | +272.3% | -9.2% | +281.5% | +266.5% |
| 5Y | +91.1% | +5.0% | +86.1% | +65.6% |
| All | +398.0% | +132.6% | +265.4% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling