+753.2%
MTZ vs AFL
+297.3%
+455.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.0% |
| 7D | +2.3% | -2.1% | +4.4% | +3.5% |
| 30D | -10.3% | -5.4% | -4.9% | -7.4% |
| 3M | -31.8% | -0.3% | -31.6% | -32.5% |
| 6M | -19.2% | +5.2% | -24.4% | -23.0% |
| YTD | +10.7% | +5.7% | +5.0% | +4.8% |
| 1Y | +37.5% | +10.2% | +27.3% | +26.0% |
| 3Y | +162.4% | +63.4% | +98.9% | +75.9% |
| 5Y | +166.3% | +133.0% | +33.3% | +35.9% |
| 10Y | +753.2% | +299.5% | +453.6% | +183.6% |
| All | +753.2% | +297.3% | +455.9% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling