-14.3%
MTZ vs AG
+29.4%
-43.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +9.1% | -24.5% | -17.2% |
| 7D | -7.4% | -2.6% | -4.8% | -7.1% |
| 30D | -23.6% | -12.1% | -11.5% | -21.6% |
| 3M | -38.3% | -6.6% | -31.7% | -38.1% |
| 6M | -60.6% | -20.5% | -40.1% | -59.6% |
| YTD | -22.9% | -7.4% | -15.5% | -24.9% |
| 1Y | -14.3% | +33.4% | -47.7% | -22.5% |
| All | -14.3% | +29.4% | -43.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling