+3,134.4%
MTZ vs AFL
+18,874.6%
-15,740.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.1% | -6.2% | -4.9% | -9.1% |
| 3M | -36.7% | +2.2% | -38.9% | -37.6% |
| 6M | -21.9% | +5.3% | -27.2% | -24.1% |
| YTD | +9.1% | +8.0% | +1.2% | +5.0% |
| 1Y | +30.0% | +10.2% | +19.7% | +23.8% |
| 3Y | +138.5% | +67.1% | +71.4% | +91.4% |
| 5Y | +158.3% | +135.6% | +22.8% | +82.4% |
| 10Y | +700.8% | +299.4% | +401.4% | +374.4% |
| All | +3,134.4% | +18,874.6% | -15,740.2% | +638.9% |
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