-14.3%
MTZ vs ADVB
-76.7%
+62.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.5% | -10.8% | -15.3% |
| 7D | -7.4% | -29.5% | +22.1% | -6.8% |
| 30D | -23.6% | -66.9% | +43.3% | -22.1% |
| 3M | -38.3% | -73.7% | +35.4% | -36.9% |
| 6M | -60.6% | -64.8% | +4.2% | -60.0% |
| YTD | -22.9% | -64.0% | +41.1% | -21.6% |
| 1Y | -14.3% | -77.0% | +62.7% | -9.0% |
| All | -14.3% | -76.7% | +62.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling