-14.3%
MTZ vs ADM
+29.8%
-44.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.3% | -15.7% | -15.4% |
| 7D | -7.4% | -8.3% | +0.9% | -7.4% |
| 30D | -23.6% | -14.1% | -9.5% | -23.5% |
| 3M | -38.3% | -10.7% | -27.6% | -38.6% |
| 6M | -60.6% | -5.9% | -54.7% | -60.8% |
| YTD | -22.9% | +25.8% | -48.7% | -21.2% |
| 1Y | -14.3% | +21.3% | -35.5% | -12.8% |
| All | -14.3% | +29.8% | -44.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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