+442.2%
MTZ vs ACWI
+220.7%
+221.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -3.7% |
| 7D | -8.7% | -0.2% | -8.6% | -8.7% |
| 30D | -15.0% | -3.3% | -11.7% | -11.1% |
| 3M | -32.6% | -3.4% | -29.2% | -29.4% |
| 6M | -56.3% | +0.8% | -57.2% | -56.6% |
| YTD | -16.8% | +10.7% | -27.5% | -27.3% |
| 1Y | -10.0% | +11.6% | -21.6% | -22.1% |
| 3Y | +267.1% | +73.4% | +193.7% | +83.3% |
| 5Y | +89.9% | +60.2% | +29.7% | +5.0% |
| 10Y | +442.2% | +221.6% | +220.7% | +18.7% |
| All | +442.2% | +220.7% | +221.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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