+1,180.7%
MTZ vs ACM
+233.2%
+947.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.0% | -3.8% |
| 7D | -10.6% | +5.1% | -15.7% | -13.6% |
| 30D | -30.4% | +11.5% | -41.9% | -35.3% |
| 3M | -40.4% | -10.5% | -30.0% | -37.6% |
| 6M | -63.7% | -20.4% | -43.3% | -59.9% |
| YTD | -26.9% | -28.9% | +2.0% | -14.5% |
| 1Y | -20.2% | -48.7% | +28.5% | +14.7% |
| 3Y | +208.1% | -12.5% | +220.7% | +216.8% |
| 5Y | +69.4% | +0.5% | +68.8% | +59.7% |
| 10Y | +440.6% | +161.2% | +279.4% | +185.0% |
| All | +1,180.7% | +233.2% | +947.5% | +473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling