+442.2%
MTZ vs APA
+0.4%
+441.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.7% |
| 7D | -8.7% | -5.5% | -3.2% | -7.0% |
| 30D | -15.0% | -1.2% | -13.8% | -14.7% |
| 3M | -32.6% | +10.6% | -43.1% | -34.7% |
| 6M | -56.3% | +28.4% | -84.8% | -60.0% |
| YTD | -16.8% | +89.7% | -106.5% | -33.1% |
| 1Y | -10.0% | +90.6% | -100.6% | -28.0% |
| 3Y | +267.1% | +36.9% | +230.2% | +208.7% |
| 5Y | +89.9% | +83.2% | +6.6% | +38.3% |
| 10Y | +442.2% | -0.1% | +442.4% | +281.9% |
| All | +442.2% | +0.4% | +441.9% | +281.9% |
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