+1,398.0%
MTZ vs AEE
+813.9%
+584.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.1% | -2.3% | -8.8% | -10.3% |
| 3M | -36.7% | +0.2% | -36.9% | -37.1% |
| 6M | -21.9% | -4.7% | -17.2% | -20.9% |
| YTD | +9.1% | +8.1% | +1.0% | +5.2% |
| 1Y | +30.0% | +8.5% | +21.4% | +24.8% |
| 3Y | +138.5% | +48.9% | +89.6% | +98.6% |
| 5Y | +158.3% | +39.9% | +118.4% | +118.4% |
| 10Y | +700.8% | +186.5% | +514.2% | +375.3% |
| All | +1,398.0% | +813.9% | +584.2% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling