+8,783.5%
MTZ vs AGI
+5,459.2%
+3,324.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -11.1% | +18.2% | -29.3% | -12.4% |
| 3M | -36.7% | -4.1% | -32.6% | -36.7% |
| 6M | -21.9% | -28.7% | +6.8% | -20.1% |
| YTD | +9.1% | -4.0% | +13.1% | +8.6% |
| 1Y | +30.0% | +17.4% | +12.5% | +27.1% |
| 3Y | +138.5% | +203.0% | -64.6% | +115.3% |
| 5Y | +158.3% | +376.7% | -218.3% | +123.7% |
| 10Y | +700.8% | +407.5% | +293.3% | +558.7% |
| All | +8,783.5% | +5,459.2% | +3,324.3% | +6,494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling