-10.0%
MTZ vs APA
+91.9%
-101.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.2% |
| 7D | -8.7% | -5.5% | -3.2% | -9.6% |
| 30D | -15.0% | -1.2% | -13.8% | -15.0% |
| 3M | -32.6% | +10.6% | -43.1% | -31.0% |
| 6M | -56.3% | +28.4% | -84.8% | -54.0% |
| YTD | -16.8% | +89.7% | -106.5% | -6.5% |
| 1Y | -10.0% | +90.6% | -100.6% | +1.0% |
| All | -10.0% | +91.9% | -101.9% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling