-7.2%
MTZ vs ACWI
+11.6%
-18.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.3% |
| 7D | +16.5% | +2.7% | +13.8% | +12.1% |
| 30D | -10.2% | -2.6% | -7.6% | -6.5% |
| 3M | -34.2% | -3.2% | -31.0% | -30.6% |
| 6M | -56.0% | +1.9% | -57.8% | -57.2% |
| YTD | -14.8% | +11.3% | -26.2% | -29.4% |
| 1Y | -7.2% | +11.7% | -18.9% | -23.3% |
| All | -7.2% | +11.6% | -18.9% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling