+166.4%
MTZ vs AFL
+134.0%
+32.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.4% |
| 7D | +3.6% | -0.7% | +4.3% | +3.8% |
| 30D | -9.6% | -7.1% | -2.5% | -7.4% |
| 3M | -31.9% | +0.4% | -32.4% | -32.7% |
| 6M | -13.8% | +4.5% | -18.3% | -16.4% |
| YTD | +13.3% | +6.1% | +7.2% | +9.0% |
| 1Y | +39.3% | +10.6% | +28.7% | +31.0% |
| 3Y | +168.3% | +64.0% | +104.3% | +95.8% |
| 5Y | +166.4% | +133.7% | +32.7% | +44.5% |
| All | +166.4% | +134.0% | +32.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling