-3.8%
MTZ vs AMC
+33.2%
-37.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.2% |
| 7D | +5.0% | +3.5% | +1.5% | +4.9% |
| 30D | -6.0% | +12.5% | -18.5% | -6.3% |
| 3M | -36.1% | +23.6% | -59.7% | -36.5% |
| 6M | -56.9% | +144.4% | -201.2% | -58.9% |
| YTD | -15.9% | +108.3% | -124.2% | -18.4% |
| 1Y | -3.8% | +38.9% | -42.7% | -0.7% |
| All | -3.8% | +33.2% | -37.0% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling