+3,134.4%
MTZ vs AIG
-21.5%
+3,156.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.3% |
| 7D | -1.6% | -0.9% | -0.6% | -1.4% |
| 30D | -11.1% | -4.9% | -6.2% | -10.1% |
| 3M | -36.7% | +4.5% | -41.2% | -37.6% |
| 6M | -21.9% | -1.4% | -20.5% | -22.1% |
| YTD | +9.1% | -9.8% | +18.9% | +10.8% |
| 1Y | +30.0% | -4.5% | +34.5% | +30.0% |
| 3Y | +138.5% | +37.4% | +101.0% | +119.5% |
| 5Y | +158.3% | +55.0% | +103.4% | +130.9% |
| 10Y | +700.8% | +63.7% | +637.1% | +596.0% |
| All | +3,134.4% | -21.5% | +3,156.0% | +2,193.7% |
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