+285.3%
MTZ vs ADM
+8.2%
+277.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.5% |
| 7D | +12.9% | +0.1% | +12.8% | +12.9% |
| 30D | -8.5% | -11.8% | +3.3% | -8.0% |
| 3M | -30.6% | -11.3% | -19.3% | -30.4% |
| 6M | -55.1% | -10.0% | -45.1% | -55.0% |
| YTD | -13.0% | +25.9% | -38.9% | -14.6% |
| 1Y | -4.3% | +26.7% | -30.9% | -6.1% |
| All | +285.3% | +8.2% | +277.1% | +302.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling