+245.5%
MTZ vs AHR
+365.8%
-120.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -11.1% | -1.4% | -9.7% | -10.8% |
| 3M | -36.7% | +18.6% | -55.3% | -40.4% |
| 6M | -21.9% | +6.6% | -28.5% | -24.1% |
| YTD | +9.1% | +17.5% | -8.3% | +2.6% |
| 1Y | +30.0% | +30.9% | -0.9% | +17.2% |
| All | +245.5% | +365.8% | -120.3% | +124.4% |
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