+148.1%
MTZ vs AG
+260.2%
-112.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.5% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | -11.1% | +19.2% | -30.3% | -14.7% |
| 3M | -36.7% | +6.2% | -42.9% | -38.2% |
| 6M | -21.9% | -26.7% | +4.7% | -18.5% |
| YTD | +9.1% | +26.1% | -17.0% | +0.1% |
| 1Y | +30.0% | +131.7% | -101.7% | +3.0% |
| All | +148.1% | +260.2% | -112.1% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling