+767.6%
MTZ vs AMCR
+16.8%
+750.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -0.9% |
| 7D | +2.3% | -6.3% | +8.6% | +5.6% |
| 30D | -10.3% | -7.1% | -3.2% | -7.2% |
| 3M | -31.8% | +12.7% | -44.5% | -36.8% |
| 6M | -19.2% | +5.2% | -24.3% | -22.9% |
| YTD | +10.7% | +8.1% | +2.7% | +2.4% |
| 1Y | +37.5% | +11.7% | +25.8% | +24.2% |
| 3Y | +162.4% | +9.9% | +152.4% | +130.3% |
| 5Y | +166.3% | -8.7% | +175.0% | +158.4% |
| All | +767.6% | +16.8% | +750.8% | +559.3% |
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