+30.0%
MTZ vs AFL
+11.7%
+18.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +1.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.3% |
| 30D | -11.1% | -6.2% | -4.9% | -13.8% |
| 3M | -36.7% | +2.2% | -38.9% | -36.7% |
| 6M | -21.9% | +5.3% | -27.2% | -21.6% |
| YTD | +9.1% | +8.0% | +1.2% | +10.3% |
| 1Y | +30.0% | +10.2% | +19.7% | +32.4% |
| All | +30.0% | +11.7% | +18.3% | +32.4% |
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