+1,571.3%
MTZ vs AG
+288.7%
+1,282.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.5% | -3.5% |
| 7D | -8.7% | +6.0% | -14.7% | -9.7% |
| 30D | -15.0% | -13.5% | -1.4% | -13.4% |
| 3M | -32.6% | -20.7% | -11.9% | -30.8% |
| 6M | -56.3% | -31.5% | -24.8% | -54.4% |
| YTD | -16.8% | -10.1% | -6.7% | -17.5% |
| 1Y | -10.0% | +26.0% | -36.0% | -15.1% |
| 3Y | +267.1% | +228.9% | +38.2% | +193.0% |
| 5Y | +89.9% | +8.7% | +81.2% | +68.5% |
| 10Y | +442.2% | +71.9% | +370.4% | +307.7% |
| All | +1,571.3% | +288.7% | +1,282.6% | +793.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling