+97.7%
MTZ vs AFL
+154.2%
-56.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +12.9% | +1.4% | +11.4% | +12.3% |
| 30D | -8.5% | +9.7% | -18.2% | -11.2% |
| 3M | -30.6% | +5.5% | -36.1% | -31.9% |
| 6M | -55.1% | +11.2% | -66.3% | -57.1% |
| YTD | -13.0% | +17.1% | -30.0% | -18.8% |
| 1Y | -4.3% | +14.0% | -18.3% | -9.8% |
| 3Y | +284.0% | +66.3% | +217.8% | +191.0% |
| 5Y | +97.7% | +152.7% | -55.0% | +8.0% |
| All | +97.7% | +154.2% | -56.5% | +8.0% |
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