+74.8%
MTZ vs AG
+12.9%
+61.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.7% | +9.2% |
| 7D | -6.4% | +6.3% | -12.7% | -7.9% |
| 30D | -22.1% | -8.9% | -13.1% | -21.0% |
| 3M | -32.7% | -12.2% | -20.5% | -31.7% |
| 6M | -59.8% | -28.3% | -31.5% | -57.9% |
| YTD | -19.9% | -8.8% | -11.1% | -21.4% |
| 1Y | -11.5% | +39.4% | -50.8% | -20.2% |
| 3Y | +258.1% | +229.4% | +28.7% | +158.9% |
| All | +74.8% | +12.9% | +61.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling