+258.6%
MTZ vs AHR
+364.8%
-106.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +3.6% | -3.4% | +7.0% | +4.4% |
| 30D | -9.6% | -3.8% | -5.9% | -8.9% |
| 3M | -31.9% | +20.1% | -52.0% | -36.1% |
| 6M | -13.8% | +7.1% | -20.9% | -16.3% |
| YTD | +13.3% | +17.2% | -4.0% | +6.5% |
| 1Y | +39.3% | +30.4% | +8.9% | +25.8% |
| All | +258.6% | +364.8% | -106.2% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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