+285.3%
MTZ vs AFL
+67.0%
+218.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +12.9% | +1.4% | +11.4% | +13.0% |
| 30D | -8.5% | +9.7% | -18.2% | -8.3% |
| 3M | -30.6% | +5.5% | -36.1% | -30.4% |
| 6M | -55.1% | +11.2% | -66.3% | -55.3% |
| YTD | -13.0% | +17.1% | -30.0% | -13.9% |
| 1Y | -4.3% | +14.0% | -18.3% | -4.9% |
| All | +285.3% | +67.0% | +218.3% | +291.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling