+501.4%
MTZ vs ACWI
+219.0%
+282.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.6% | +9.6% |
| 7D | -6.4% | -2.4% | -4.1% | -3.7% |
| 30D | -22.1% | -5.2% | -16.9% | -16.4% |
| 3M | -32.7% | -4.8% | -27.9% | -28.1% |
| 6M | -59.8% | -1.3% | -58.5% | -59.0% |
| YTD | -19.9% | +8.4% | -28.3% | -28.1% |
| 1Y | -11.5% | +11.0% | -22.5% | -22.9% |
| 3Y | +258.1% | +70.6% | +187.5% | +82.7% |
| 5Y | +85.5% | +55.3% | +30.2% | +6.9% |
| All | +501.4% | +219.0% | +282.4% | +36.0% |
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