+166.4%
MTZ vs AMCR
-9.8%
+176.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.4% |
| 7D | +3.6% | -1.8% | +5.4% | +4.2% |
| 30D | -9.6% | -6.0% | -3.6% | -7.7% |
| 3M | -31.9% | +18.9% | -50.9% | -37.1% |
| 6M | -13.8% | +5.7% | -19.5% | -16.9% |
| YTD | +13.3% | +11.1% | +2.2% | +5.4% |
| 1Y | +39.3% | +12.7% | +26.6% | +28.1% |
| 3Y | +168.3% | +9.6% | +158.8% | +137.0% |
| 5Y | +166.4% | -10.3% | +176.7% | +163.0% |
| All | +166.4% | -9.8% | +176.2% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling