-7.2%
MTZ vs AG
+15.8%
-23.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.0% |
| 7D | +16.5% | -6.0% | +22.5% | +18.2% |
| 30D | -10.2% | -14.3% | +4.1% | -7.3% |
| 3M | -34.2% | -26.9% | -7.2% | -29.9% |
| 6M | -56.0% | -42.1% | -13.8% | -51.7% |
| YTD | -14.8% | -15.9% | +1.0% | -16.3% |
| 1Y | -7.2% | +11.5% | -18.8% | -14.5% |
| All | -7.2% | +15.8% | -23.1% | -14.5% |
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