+2,479.7%
MTZ vs AFL
+20,477.3%
-17,997.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +12.9% | +1.4% | +11.4% | +12.2% |
| 30D | -8.5% | +9.7% | -18.2% | -11.8% |
| 3M | -30.6% | +5.5% | -36.1% | -32.3% |
| 6M | -55.1% | +11.2% | -66.3% | -57.3% |
| YTD | -13.0% | +17.1% | -30.0% | -19.0% |
| 1Y | -4.3% | +14.0% | -18.3% | -10.1% |
| 3Y | +284.0% | +66.3% | +217.8% | +208.0% |
| 5Y | +97.7% | +152.7% | -55.0% | +35.5% |
| 10Y | +444.4% | +341.3% | +103.1% | +209.9% |
| All | +2,479.7% | +20,477.3% | -17,997.6% | +469.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling