+267.1%
MTZ vs AMCR
+18.2%
+248.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.5% | -4.4% |
| 7D | -8.7% | -3.8% | -4.9% | -8.4% |
| 30D | -15.0% | +8.3% | -23.3% | -16.1% |
| 3M | -32.6% | -2.7% | -29.9% | -32.4% |
| 6M | -56.3% | +16.7% | -73.1% | -57.9% |
| YTD | -16.8% | +13.2% | -30.0% | -20.3% |
| 1Y | -10.0% | +13.7% | -23.8% | -14.0% |
| 3Y | +267.1% | +17.4% | +249.7% | +221.0% |
| All | +267.1% | +18.2% | +248.9% | +221.0% |
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