+1,811.3%
MTZ vs ACM
+230.8%
+1,580.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | -1.6% | -3.7% | +2.2% | +0.8% |
| 30D | -11.1% | -11.1% | 0.0% | -5.7% |
| 3M | -36.7% | -8.0% | -28.7% | -35.2% |
| 6M | -21.9% | -29.7% | +7.7% | -6.0% |
| YTD | +9.1% | -29.4% | +38.5% | +29.3% |
| 1Y | +30.0% | -46.4% | +76.4% | +83.2% |
| 3Y | +138.5% | -22.3% | +160.8% | +167.7% |
| 5Y | +158.3% | +4.5% | +153.9% | +139.1% |
| 10Y | +700.8% | +127.6% | +573.1% | +360.0% |
| All | +1,811.3% | +230.8% | +1,580.5% | +766.9% |
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