+398.0%
MTZ vs APD
+191.9%
+206.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.0% | +3.8% | +1.2% | +3.0% |
| 30D | -6.0% | +8.2% | -14.2% | -10.1% |
| 3M | -36.1% | +4.3% | -40.4% | -37.9% |
| 6M | -56.9% | +4.7% | -61.6% | -58.5% |
| YTD | -15.9% | +31.5% | -47.5% | -29.6% |
| 1Y | -3.8% | +23.5% | -27.4% | -17.0% |
| 3Y | +272.3% | +29.1% | +243.1% | +204.4% |
| 5Y | +91.1% | +15.9% | +75.2% | +62.0% |
| All | +398.0% | +191.9% | +206.1% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling