+444.4%
MTZ vs AMCR
+20.2%
+424.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.5% |
| 7D | +12.9% | -8.5% | +21.3% | +17.6% |
| 30D | -8.5% | +6.8% | -15.3% | -12.2% |
| 3M | -30.6% | -5.0% | -25.6% | -29.7% |
| 6M | -55.1% | +13.9% | -69.0% | -59.1% |
| YTD | -13.0% | +11.2% | -24.2% | -21.5% |
| 1Y | -4.3% | +11.3% | -15.6% | -13.8% |
| 3Y | +284.0% | +15.4% | +268.7% | +223.9% |
| 5Y | +97.7% | -7.7% | +105.4% | +89.4% |
| 10Y | +444.4% | +20.2% | +424.2% | +303.5% |
| All | +444.4% | +20.2% | +424.2% | +303.5% |
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