+297.2%
MTZ vs AEE
+59.5%
+237.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | +8.5% |
| 7D | -2.4% | +2.3% | -4.8% | -2.7% |
| 30D | -11.1% | +11.6% | -22.7% | -12.5% |
| 3M | -30.6% | +5.5% | -36.1% | -31.1% |
| 6M | -54.4% | +6.0% | -60.4% | -55.0% |
| YTD | -13.0% | +16.6% | -29.6% | -15.7% |
| 1Y | -5.7% | +12.1% | -17.7% | -7.9% |
| 3Y | +297.2% | +64.2% | +232.9% | +251.4% |
| All | +297.2% | +59.5% | +237.6% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling