+69.4%
MTZ vs ACWI
+55.1%
+14.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.8% | -1.4% | +0.3% |
| 7D | -10.6% | -4.0% | -6.6% | -5.8% |
| 30D | -30.4% | -5.8% | -24.6% | -24.5% |
| 3M | -40.4% | -5.0% | -35.4% | -36.1% |
| 6M | -63.7% | +0.7% | -64.4% | -64.0% |
| YTD | -26.9% | +8.4% | -35.3% | -34.6% |
| 1Y | -20.2% | +10.1% | -30.3% | -30.0% |
| 3Y | +208.1% | +70.8% | +137.4% | +60.2% |
| 5Y | +69.4% | +55.4% | +14.0% | -2.4% |
| All | +69.4% | +55.1% | +14.3% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling