+258.1%
MTZ vs ADM
+6.1%
+252.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +9.6% |
| 7D | -6.4% | -9.0% | +2.6% | -6.0% |
| 30D | -22.1% | -14.0% | -8.1% | -21.5% |
| 3M | -32.7% | -9.2% | -23.5% | -32.6% |
| 6M | -59.8% | -9.2% | -50.7% | -59.8% |
| YTD | -19.9% | +24.2% | -44.1% | -21.3% |
| 1Y | -11.5% | +27.0% | -38.4% | -13.2% |
| 3Y | +258.1% | +6.6% | +251.5% | +274.8% |
| All | +258.1% | +6.1% | +252.0% | +274.8% |
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 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