+148.1%
MTZ vs ACWI
+76.1%
+72.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | -1.6% | +0.5% | -2.1% | -2.5% |
| 30D | -11.1% | +0.9% | -11.9% | -12.4% |
| 3M | -36.7% | +2.4% | -39.1% | -39.0% |
| 6M | -21.9% | +12.4% | -34.3% | -36.1% |
| YTD | +9.1% | +15.2% | -6.0% | -14.8% |
| 1Y | +30.0% | +22.7% | +7.2% | -8.9% |
| All | +148.1% | +76.1% | +72.0% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling