+398.0%
MTZ vs AMCR
+18.6%
+379.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | -2.4% | +7.4% | +6.2% |
| 30D | -6.0% | +3.6% | -9.6% | -8.4% |
| 3M | -36.1% | -4.2% | -31.9% | -35.6% |
| 6M | -56.9% | +15.5% | -72.4% | -61.0% |
| YTD | -15.9% | +9.7% | -25.7% | -23.7% |
| 1Y | -3.8% | +8.3% | -12.1% | -12.1% |
| 3Y | +272.3% | +15.4% | +256.9% | +213.3% |
| 5Y | +91.1% | -9.1% | +100.2% | +84.4% |
| All | +398.0% | +18.6% | +379.4% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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