+95.0%
MTZ vs ADM
+26.4%
+68.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.7% |
| 7D | +5.0% | +4.2% | +0.8% | +4.2% |
| 30D | -6.0% | -12.8% | +6.8% | -3.7% |
| 3M | -36.1% | -8.5% | -27.6% | -35.4% |
| 6M | -56.9% | -10.9% | -46.0% | -56.2% |
| YTD | -15.9% | +29.4% | -45.3% | -21.1% |
| 1Y | -3.8% | +27.5% | -31.4% | -9.6% |
| 3Y | +272.3% | +10.3% | +261.9% | +258.5% |
| All | +95.0% | +26.4% | +68.6% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling