+442.2%
MTZ vs ACM
+133.7%
+308.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.8% |
| 7D | -8.7% | +6.6% | -15.3% | -13.1% |
| 30D | -15.0% | +19.8% | -34.7% | -25.8% |
| 3M | -32.6% | -3.1% | -29.5% | -32.8% |
| 6M | -56.3% | -11.5% | -44.8% | -54.6% |
| YTD | -16.8% | -24.7% | +7.9% | -3.8% |
| 1Y | -10.0% | -45.1% | +35.0% | +33.0% |
| 3Y | +267.1% | -8.9% | +276.0% | +261.1% |
| 5Y | +89.9% | +5.4% | +84.5% | +64.9% |
| 10Y | +442.2% | +131.1% | +311.2% | +158.6% |
| All | +442.2% | +133.7% | +308.6% | +158.6% |
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