+444.4%
MTZ vs AG
+72.5%
+371.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.8% |
| 7D | +12.9% | -4.0% | +16.9% | +13.7% |
| 30D | -8.5% | -13.1% | +4.5% | -6.9% |
| 3M | -30.6% | -22.0% | -8.6% | -28.5% |
| 6M | -55.1% | -37.3% | -17.8% | -52.4% |
| YTD | -13.0% | -11.2% | -1.8% | -13.6% |
| 1Y | -4.3% | +23.9% | -28.2% | -9.6% |
| 3Y | +284.0% | +225.1% | +58.9% | +206.5% |
| 5Y | +97.7% | +7.7% | +89.9% | +72.9% |
| 10Y | +444.4% | +86.9% | +357.5% | +322.1% |
| All | +444.4% | +72.5% | +371.9% | +322.1% |
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