+2,479.7%
MTZ vs ADM
+1,583.8%
+895.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.8% |
| 7D | +12.9% | +0.1% | +12.8% | +12.8% |
| 30D | -8.5% | -11.8% | +3.3% | -4.8% |
| 3M | -30.6% | -11.3% | -19.3% | -28.2% |
| 6M | -55.1% | -10.0% | -45.1% | -53.9% |
| YTD | -13.0% | +25.9% | -38.9% | -21.0% |
| 1Y | -4.3% | +26.7% | -30.9% | -13.4% |
| 3Y | +284.0% | +8.1% | +275.9% | +252.0% |
| 5Y | +97.7% | +23.5% | +74.2% | +70.0% |
| 10Y | +444.4% | +128.2% | +316.2% | +280.9% |
| All | +2,479.7% | +1,583.8% | +895.9% | +1,088.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling