+74.8%
MTZ vs APA
+71.7%
+3.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.6% | +6.9% | +9.0% |
| 7D | -6.4% | -15.5% | +9.1% | -3.2% |
| 30D | -22.1% | +2.4% | -24.4% | -22.4% |
| 3M | -32.7% | +22.8% | -55.5% | -35.8% |
| 6M | -59.8% | +17.9% | -77.8% | -61.7% |
| YTD | -19.9% | +87.7% | -107.6% | -33.3% |
| 1Y | -11.5% | +94.2% | -105.7% | -27.2% |
| 3Y | +258.1% | +27.2% | +230.9% | +212.1% |
| All | +74.8% | +71.7% | +3.1% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling