+175.6%
MTZ vs AHR
+406.6%
-231.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +12.9% | +5.1% | +7.8% | +11.7% |
| 30D | -8.5% | +12.8% | -21.3% | -11.0% |
| 3M | -30.6% | +13.0% | -43.6% | -32.6% |
| 6M | -55.1% | +18.7% | -73.8% | -57.4% |
| YTD | -13.0% | +27.8% | -40.7% | -19.7% |
| 1Y | -4.3% | +22.9% | -27.2% | -10.7% |
| All | +175.6% | +406.6% | -231.0% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling