+398.0%
MTZ vs APA
+8.7%
+389.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | +5.0% | +8.5% | -3.6% | +2.7% |
| 30D | -6.0% | +2.8% | -8.8% | -6.7% |
| 3M | -36.1% | +21.7% | -57.8% | -39.7% |
| 6M | -56.9% | +32.6% | -89.5% | -60.8% |
| YTD | -15.9% | +103.7% | -119.6% | -33.7% |
| 1Y | -3.8% | +101.8% | -105.6% | -24.1% |
| 3Y | +272.3% | +48.1% | +224.2% | +206.5% |
| 5Y | +91.1% | +91.9% | -0.8% | +37.6% |
| All | +398.0% | +8.7% | +389.3% | +243.0% |
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