+158.5%
MTZ vs AMCR
+12.1%
+146.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | -11.1% | -4.1% | -7.0% | -10.3% |
| 3M | -36.7% | +21.7% | -58.4% | -40.2% |
| 6M | -21.9% | +1.5% | -23.4% | -22.8% |
| YTD | +9.1% | +13.1% | -4.0% | +3.5% |
| 1Y | +30.0% | +13.0% | +17.0% | +23.0% |
| All | +158.5% | +12.1% | +146.5% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling