+2,366.0%
MTZ vs AME
+18,783.2%
-16,417.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.4% |
| 7D | -8.7% | -4.1% | -4.6% | -5.8% |
| 30D | -15.0% | -4.1% | -10.8% | -12.4% |
| 3M | -32.6% | -5.6% | -27.0% | -29.9% |
| 6M | -56.3% | +2.8% | -59.2% | -56.6% |
| YTD | -16.8% | +16.6% | -33.4% | -23.1% |
| 1Y | -10.0% | +21.1% | -31.1% | -18.5% |
| 3Y | +267.1% | +61.1% | +206.0% | +183.5% |
| 5Y | +89.9% | +76.6% | +13.3% | +39.6% |
| 10Y | +442.2% | +431.3% | +10.9% | +128.0% |
| All | +2,366.0% | +18,783.2% | -16,417.2% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling