+22.1%
MTZ vs AFL
+10.4%
+11.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.6% |
| 7D | 0.0% | -3.3% | +3.3% | -1.7% |
| 30D | -14.8% | -5.0% | -9.9% | -17.0% |
| 3M | -30.8% | -1.8% | -29.0% | -31.9% |
| 6M | -22.6% | +4.8% | -27.5% | -22.6% |
| YTD | +6.8% | +5.4% | +1.4% | +7.5% |
| 1Y | +22.1% | +9.0% | +13.1% | +27.5% |
| All | +22.1% | +10.4% | +11.7% | +27.5% |
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