+285.3%
MTZ vs ACM
-9.4%
+294.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +12.9% | +3.0% | +9.9% | +11.4% |
| 30D | -8.5% | +19.7% | -28.2% | -16.3% |
| 3M | -30.6% | +5.3% | -35.9% | -33.0% |
| 6M | -55.1% | -10.8% | -44.3% | -53.1% |
| YTD | -13.0% | -25.1% | +12.1% | +0.9% |
| 1Y | -4.3% | -45.8% | +41.5% | +46.9% |
| All | +285.3% | -9.4% | +294.7% | +260.8% |
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