+1,914.5%
MTZ vs ACWI
+347.2%
+1,567.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.7% | -17.1% | -17.4% |
| 7D | -7.4% | -0.5% | -6.9% | -7.4% |
| 30D | -23.6% | -1.6% | -22.0% | -22.4% |
| 3M | -38.3% | -1.3% | -37.0% | -37.5% |
| 6M | -60.6% | +5.8% | -66.4% | -63.1% |
| YTD | -22.9% | +12.7% | -35.6% | -32.9% |
| 1Y | -14.3% | +15.0% | -29.3% | -26.9% |
| 3Y | +225.0% | +77.5% | +147.4% | +73.3% |
| 5Y | +87.2% | +61.9% | +25.3% | +11.2% |
| 10Y | +470.1% | +236.1% | +234.0% | +58.1% |
| All | +1,914.5% | +347.2% | +1,567.3% | +381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling