+48.0%
MTZ vs AMRZ
-17.3%
+65.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.3% | +8.1% | +4.7% |
| 7D | +3.6% | -2.0% | +5.6% | +3.9% |
| 30D | -9.6% | -9.8% | +0.2% | -7.7% |
| 3M | -31.9% | -17.2% | -14.7% | -29.7% |
| 6M | -13.8% | -26.9% | +13.1% | -8.3% |
| YTD | +13.3% | -21.5% | +34.7% | +17.8% |
| 1Y | +39.3% | -22.9% | +62.2% | +40.8% |
| All | +48.0% | -17.3% | +65.3% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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