+297.2%
MTZ vs AGI
+158.5%
+138.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +8.2% |
| 7D | -2.4% | +17.4% | -19.8% | -5.5% |
| 30D | -11.1% | -0.9% | -10.2% | -10.9% |
| 3M | -30.6% | -1.6% | -29.0% | -30.7% |
| 6M | -54.4% | -24.7% | -29.7% | -52.1% |
| YTD | -13.0% | -15.3% | +2.2% | -12.6% |
| 1Y | -5.7% | +5.5% | -11.2% | -10.5% |
| 3Y | +297.2% | +154.5% | +142.7% | +161.3% |
| All | +297.2% | +158.5% | +138.7% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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