+714.5%
MTZ vs AG
+60.0%
+654.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.4% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | -11.1% | +19.2% | -30.3% | -13.6% |
| 3M | -36.7% | +6.2% | -42.9% | -37.6% |
| 6M | -21.9% | -26.7% | +4.7% | -19.3% |
| YTD | +9.1% | +26.1% | -17.0% | +3.3% |
| 1Y | +30.0% | +131.7% | -101.7% | +11.9% |
| 3Y | +138.5% | +255.3% | -116.9% | +86.3% |
| 5Y | +158.3% | +61.9% | +96.4% | +114.2% |
| All | +714.5% | +60.0% | +654.5% | +544.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling