+272.3%
MTZ vs ACM
-9.1%
+281.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.5% |
| 7D | +5.0% | +5.6% | -0.6% | +2.4% |
| 30D | -6.0% | +20.8% | -26.8% | -14.4% |
| 3M | -36.1% | +11.4% | -47.5% | -39.8% |
| 6M | -56.9% | +0.9% | -57.8% | -58.2% |
| YTD | -15.9% | -24.8% | +8.9% | -2.7% |
| 1Y | -3.8% | -46.4% | +42.6% | +49.8% |
| 3Y | +272.3% | -9.2% | +281.5% | +248.0% |
| All | +272.3% | -9.1% | +281.4% | +248.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling