+3,134.4%
MTZ vs AME
+18,709.1%
-15,574.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.1% | -6.7% | -4.4% | -7.3% |
| 3M | -36.7% | +4.1% | -40.8% | -37.9% |
| 6M | -21.9% | +1.6% | -23.5% | -22.2% |
| YTD | +9.1% | +16.1% | -7.0% | +0.7% |
| 1Y | +30.0% | +27.3% | +2.6% | +13.3% |
| 3Y | +138.5% | +50.9% | +87.6% | +90.2% |
| 5Y | +158.3% | +81.4% | +77.0% | +86.0% |
| 10Y | +700.8% | +417.0% | +283.8% | +240.3% |
| All | +3,134.4% | +18,709.1% | -15,574.7% | +413.9% |
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