-6.0%
MTZ vs APA
+89.4%
-95.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.6% |
| 7D | -2.4% | -8.7% | +6.3% | -3.9% |
| 30D | -11.1% | -2.4% | -8.7% | -11.2% |
| 3M | -30.6% | +19.0% | -49.6% | -27.9% |
| 6M | -54.4% | +26.8% | -81.2% | -52.0% |
| YTD | -13.0% | +87.3% | -100.4% | -2.4% |
| All | -6.0% | +89.4% | -95.4% | +5.5% |
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