+3,134.4%
MTZ vs ADM
+1,908.9%
+1,225.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | +3.8% | -5.3% | -2.9% |
| 30D | -11.1% | +9.8% | -20.8% | -14.1% |
| 3M | -36.7% | +2.1% | -38.8% | -37.3% |
| 6M | -21.9% | +27.5% | -49.4% | -28.8% |
| YTD | +9.1% | +50.2% | -41.1% | -6.2% |
| 1Y | +30.0% | +40.6% | -10.6% | +13.6% |
| 3Y | +138.5% | +17.2% | +121.2% | +114.5% |
| 5Y | +158.3% | +61.9% | +96.5% | +103.1% |
| 10Y | +700.8% | +159.3% | +541.5% | +435.4% |
| All | +3,134.4% | +1,908.9% | +1,225.5% | +1,310.7% |
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