+3,134.4%
MTZ vs APA
+815.8%
+2,318.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -11.1% | +23.4% | -34.5% | -16.6% |
| 3M | -36.7% | +12.7% | -49.4% | -39.6% |
| 6M | -21.9% | +39.4% | -61.4% | -31.1% |
| YTD | +9.1% | +79.0% | -69.8% | -11.1% |
| 1Y | +30.0% | +88.8% | -58.9% | +3.4% |
| 3Y | +138.5% | +6.4% | +132.1% | +114.9% |
| 5Y | +158.3% | +153.0% | +5.4% | +69.3% |
| 10Y | +700.8% | +7.5% | +693.2% | +420.0% |
| All | +3,134.4% | +815.8% | +2,318.6% | +1,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling