+99.6%
MTZ vs ADVB
-88.3%
+187.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | -1.6% | -3.8% | +2.2% | -1.5% |
| 30D | -11.1% | +17.6% | -28.7% | -11.7% |
| 3M | -36.7% | +119.1% | -155.8% | -39.1% |
| 6M | -21.9% | +103.4% | -125.3% | -25.5% |
| YTD | +9.1% | +59.8% | -50.7% | +4.9% |
| 1Y | +30.0% | +8.5% | +21.4% | +26.2% |
| All | +99.6% | -88.3% | +187.9% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling