+501.4%
MTZ vs ADM
+98.0%
+403.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +9.8% |
| 7D | -6.4% | -9.0% | +2.6% | -2.8% |
| 30D | -22.1% | -14.0% | -8.1% | -17.2% |
| 3M | -32.7% | -9.2% | -23.5% | -30.8% |
| 6M | -59.8% | -9.2% | -50.7% | -58.8% |
| YTD | -19.9% | +24.2% | -44.1% | -29.4% |
| 1Y | -11.5% | +27.0% | -38.4% | -23.1% |
| 3Y | +258.1% | +6.6% | +251.5% | +221.6% |
| 5Y | +85.5% | +25.0% | +60.6% | +40.1% |
| All | +501.4% | +98.0% | +403.4% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling