+166.2%
MTZ vs AHR
+394.2%
-228.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +5.0% | -0.2% | +5.2% | +5.1% |
| 30D | -6.0% | +10.2% | -16.2% | -8.0% |
| 3M | -36.1% | +8.3% | -44.4% | -37.3% |
| 6M | -56.9% | +13.0% | -69.9% | -58.5% |
| YTD | -15.9% | +24.6% | -40.5% | -22.0% |
| 1Y | -3.8% | +22.2% | -26.1% | -10.3% |
| All | +166.2% | +394.2% | -228.0% | +70.7% |
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