+148.1%
MTZ vs APA
+5.6%
+142.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.6% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -11.1% | +23.4% | -34.5% | -14.2% |
| 3M | -36.7% | +12.7% | -49.4% | -38.2% |
| 6M | -21.9% | +39.4% | -61.4% | -28.4% |
| YTD | +9.1% | +79.0% | -69.8% | -6.4% |
| 1Y | +30.0% | +88.8% | -58.9% | +8.9% |
| All | +148.1% | +5.6% | +142.5% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling