+69.4%
MTZ vs AMC
-99.3%
+168.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -12.5% | +7.3% | -4.5% |
| 7D | -10.6% | 0.0% | -10.6% | -10.7% |
| 30D | -30.4% | +4.4% | -34.8% | -30.6% |
| 3M | -40.4% | +15.4% | -55.8% | -41.1% |
| 6M | -63.7% | +93.7% | -157.4% | -65.6% |
| YTD | -26.9% | +97.4% | -124.3% | -31.3% |
| 1Y | -20.2% | +23.2% | -43.4% | -22.8% |
| 3Y | +208.1% | -71.3% | +279.4% | +215.2% |
| 5Y | +69.4% | -99.3% | +168.6% | +121.1% |
| All | +69.4% | -99.3% | +168.6% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling