+444.4%
MTZ vs AME
+437.3%
+7.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.1% |
| 7D | +12.9% | +1.1% | +11.8% | +12.1% |
| 30D | -8.5% | -4.1% | -4.5% | -4.6% |
| 3M | -30.6% | -6.3% | -24.3% | -26.1% |
| 6M | -55.1% | +3.5% | -58.7% | -56.1% |
| YTD | -13.0% | +17.3% | -30.2% | -23.8% |
| 1Y | -4.3% | +22.0% | -26.3% | -19.0% |
| 3Y | +284.0% | +62.0% | +222.0% | +150.4% |
| 5Y | +97.7% | +78.5% | +19.2% | +17.2% |
| 10Y | +444.4% | +441.6% | +2.8% | +22.2% |
| All | +444.4% | +437.3% | +7.1% | +22.2% |
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