-14.3%
MTZ vs AFL
+18.6%
-32.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.0% | -16.4% | -14.8% |
| 7D | -7.4% | +2.9% | -10.3% | -5.7% |
| 30D | -23.6% | +11.5% | -35.1% | -18.4% |
| 3M | -38.3% | +0.6% | -38.9% | -37.7% |
| 6M | -60.6% | +11.7% | -72.3% | -58.7% |
| YTD | -22.9% | +15.4% | -38.3% | -18.2% |
| 1Y | -14.3% | +17.6% | -31.8% | -7.8% |
| All | -14.3% | +18.6% | -32.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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