+501.4%
MTZ vs APA
0.0%
+501.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.6% | +6.9% | +8.8% |
| 7D | -6.4% | -15.5% | +9.1% | -2.0% |
| 30D | -22.1% | +2.4% | -24.4% | -22.6% |
| 3M | -32.7% | +22.8% | -55.5% | -36.7% |
| 6M | -59.8% | +17.9% | -77.8% | -62.3% |
| YTD | -19.9% | +87.7% | -107.6% | -35.4% |
| 1Y | -11.5% | +94.2% | -105.7% | -29.6% |
| 3Y | +258.1% | +27.2% | +230.9% | +207.4% |
| 5Y | +85.5% | +74.1% | +11.4% | +37.1% |
| All | +501.4% | 0.0% | +501.3% | +328.8% |
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