+739.9%
MTZ vs AEE
+185.4%
+554.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.5% |
| 7D | +3.6% | +1.3% | +2.2% | +3.2% |
| 30D | -9.6% | -1.2% | -8.4% | -9.3% |
| 3M | -31.9% | +1.0% | -33.0% | -32.4% |
| 6M | -13.8% | -2.3% | -11.5% | -13.6% |
| YTD | +13.3% | +9.1% | +4.1% | +10.0% |
| 1Y | +39.3% | +10.6% | +28.7% | +34.6% |
| 3Y | +168.3% | +48.5% | +119.9% | +135.7% |
| 5Y | +166.4% | +39.9% | +126.5% | +137.1% |
| 10Y | +739.9% | +185.7% | +554.2% | +643.3% |
| All | +739.9% | +185.4% | +554.5% | +643.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling