+501.4%
MTZ vs AG
+89.9%
+411.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.7% | +9.3% |
| 7D | -6.4% | +6.3% | -12.7% | -7.5% |
| 30D | -22.1% | -8.9% | -13.1% | -21.2% |
| 3M | -32.7% | -12.2% | -20.5% | -31.9% |
| 6M | -59.8% | -28.3% | -31.5% | -58.3% |
| YTD | -19.9% | -8.8% | -11.1% | -20.8% |
| 1Y | -11.5% | +39.4% | -50.8% | -17.9% |
| 3Y | +258.1% | +229.4% | +28.7% | +184.3% |
| 5Y | +85.5% | +14.5% | +71.0% | +60.9% |
| All | +501.4% | +89.9% | +411.5% | +361.5% |
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 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