+42.6%
MTZ vs AMRZ
-13.6%
+56.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | -11.1% | -16.9% | +5.9% | -7.5% |
| 3M | -36.7% | -19.2% | -17.5% | -34.0% |
| 6M | -21.9% | -29.3% | +7.3% | -15.9% |
| YTD | +9.1% | -18.0% | +27.1% | +12.6% |
| 1Y | +30.0% | -15.1% | +45.0% | +29.6% |
| All | +42.6% | -13.6% | +56.2% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling