+501.4%
MTZ vs AMC
-98.7%
+600.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +9.5% |
| 7D | -6.4% | +2.6% | -9.0% | -6.6% |
| 30D | -22.1% | +9.0% | -31.1% | -22.4% |
| 3M | -32.7% | +22.2% | -54.9% | -33.4% |
| 6M | -59.8% | +91.5% | -151.3% | -61.3% |
| YTD | -19.9% | +101.3% | -121.2% | -23.3% |
| 1Y | -11.5% | +20.8% | -32.2% | -13.5% |
| 3Y | +258.1% | -71.3% | +329.4% | +261.9% |
| 5Y | +85.5% | -99.2% | +184.8% | +105.0% |
| All | +501.4% | -98.7% | +600.1% | +512.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling