-3.8%
MTZ vs AMCR
+8.7%
-12.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | -2.4% | +7.4% | +4.7% |
| 30D | -6.0% | +3.6% | -9.6% | -5.9% |
| 3M | -36.1% | -4.2% | -31.9% | -36.0% |
| 6M | -56.9% | +15.5% | -72.4% | -57.5% |
| YTD | -15.9% | +9.7% | -25.7% | -17.4% |
| 1Y | -3.8% | +8.3% | -12.1% | -4.3% |
| All | -3.8% | +8.7% | -12.5% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling