-4.3%
MTZ vs APA
+95.1%
-99.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +5.0% |
| 7D | +12.9% | +5.1% | +7.8% | +13.4% |
| 30D | -8.5% | +0.3% | -8.8% | -8.6% |
| 3M | -30.6% | +15.6% | -46.3% | -28.6% |
| 6M | -55.1% | +28.9% | -84.0% | -52.6% |
| YTD | -13.0% | +96.6% | -109.5% | -2.0% |
| 1Y | -4.3% | +95.5% | -99.8% | +8.1% |
| All | -4.3% | +95.1% | -99.4% | +8.1% |
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