-14.3%
MTZ vs AME
+21.1%
-35.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.6% | -10.8% | -10.4% |
| 7D | -7.4% | -4.4% | -2.9% | -2.6% |
| 30D | -23.6% | -5.9% | -17.7% | -18.3% |
| 3M | -38.3% | -6.5% | -31.8% | -33.4% |
| 6M | -60.6% | +3.2% | -63.8% | -61.5% |
| YTD | -22.9% | +16.0% | -38.9% | -35.2% |
| 1Y | -14.3% | +20.4% | -34.7% | -30.4% |
| All | -14.3% | +21.1% | -35.4% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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