+2,424.1%
MTZ vs AFL
+20,380.2%
-17,956.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +16.5% | +0.2% | +16.2% | +16.3% |
| 30D | -10.2% | +8.6% | -18.8% | -13.1% |
| 3M | -34.2% | +5.3% | -39.5% | -35.7% |
| 6M | -56.0% | +10.0% | -66.0% | -57.9% |
| YTD | -14.8% | +16.5% | -31.4% | -20.6% |
| 1Y | -7.2% | +12.7% | -19.9% | -12.5% |
| 3Y | +275.8% | +65.5% | +210.3% | +201.9% |
| 5Y | +93.5% | +148.5% | -55.0% | +33.4% |
| 10Y | +432.7% | +339.2% | +93.4% | +203.8% |
| All | +2,424.1% | +20,380.2% | -17,956.1% | +458.6% |
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 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