+492.6%
MTZ vs APA
+0.9%
+491.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.6% |
| 7D | -2.4% | -8.7% | +6.3% | +0.2% |
| 30D | -11.1% | -2.4% | -8.7% | -10.5% |
| 3M | -30.6% | +19.0% | -49.6% | -34.2% |
| 6M | -54.4% | +26.8% | -81.2% | -58.1% |
| YTD | -13.0% | +87.3% | -100.4% | -29.8% |
| 1Y | -5.7% | +92.3% | -98.0% | -24.7% |
| 3Y | +297.2% | +37.3% | +259.9% | +233.7% |
| 5Y | +95.9% | +73.2% | +22.7% | +45.0% |
| 10Y | +492.6% | -0.9% | +493.5% | +319.5% |
| All | +492.6% | +0.9% | +491.8% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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