+2,366.0%
MTZ vs AIG
-14.7%
+2,380.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.4% | -7.7% | -5.1% |
| 7D | -8.7% | +2.2% | -10.9% | -9.3% |
| 30D | -15.0% | +6.9% | -21.8% | -16.4% |
| 3M | -32.6% | +6.8% | -39.4% | -33.8% |
| 6M | -56.3% | +9.2% | -65.6% | -57.5% |
| YTD | -16.8% | -1.9% | -14.9% | -17.3% |
| 1Y | -10.0% | +9.7% | -19.7% | -12.9% |
| 3Y | +267.1% | +37.9% | +229.2% | +236.8% |
| 5Y | +89.9% | +56.8% | +33.0% | +68.7% |
| 10Y | +442.2% | +67.6% | +374.6% | +366.1% |
| All | +2,366.0% | -14.7% | +2,380.7% | +1,611.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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