+258.1%
MTZ vs AME
+62.2%
+195.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.5% | +7.0% | +7.1% |
| 7D | -6.4% | -5.2% | -1.3% | -0.8% |
| 30D | -22.1% | -8.0% | -14.0% | -15.4% |
| 3M | -32.7% | -8.9% | -23.8% | -26.2% |
| 6M | -59.8% | -5.0% | -54.8% | -57.5% |
| YTD | -19.9% | +11.9% | -31.8% | -26.9% |
| 1Y | -11.5% | +16.6% | -28.1% | -22.0% |
| 3Y | +258.1% | +62.5% | +195.6% | +120.5% |
| All | +258.1% | +62.2% | +195.9% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling