+697.8%
MTZ vs ACM
+127.0%
+570.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | -1.6% | -3.7% | +2.2% | +1.2% |
| 30D | -11.1% | -11.1% | 0.0% | -4.8% |
| 3M | -36.7% | -8.0% | -28.7% | -35.0% |
| 6M | -21.9% | -29.7% | +7.7% | -2.4% |
| YTD | +9.1% | -29.4% | +38.5% | +33.3% |
| 1Y | +30.0% | -46.4% | +76.4% | +96.7% |
| 3Y | +138.5% | -22.3% | +160.8% | +168.7% |
| 5Y | +158.3% | +4.5% | +153.9% | +126.2% |
| All | +697.8% | +127.0% | +570.8% | +276.5% |
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