+492.6%
MTZ vs AME
+465.0%
+27.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.4% | +4.8% |
| 7D | -2.4% | -1.5% | -0.9% | -0.3% |
| 30D | -11.1% | -4.2% | -6.9% | -7.2% |
| 3M | -30.6% | -5.9% | -24.7% | -26.4% |
| 6M | -54.4% | +2.8% | -57.2% | -55.1% |
| YTD | -13.0% | +16.6% | -29.6% | -23.4% |
| 1Y | -5.7% | +22.1% | -27.8% | -20.2% |
| 3Y | +297.2% | +64.7% | +232.5% | +155.4% |
| 5Y | +95.9% | +76.6% | +19.3% | +17.3% |
| 10Y | +492.6% | +443.9% | +48.8% | +35.1% |
| All | +492.6% | +465.0% | +27.6% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling