+420.4%
MTZ vs APD
+184.8%
+235.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | -8.7% | -0.2% | -8.5% | -8.8% |
| 30D | -15.0% | +11.0% | -26.0% | -19.9% |
| 3M | -32.6% | +2.0% | -34.6% | -33.7% |
| 6M | -56.3% | +7.1% | -63.4% | -58.5% |
| YTD | -16.8% | +29.8% | -46.6% | -29.8% |
| 1Y | -10.0% | +24.0% | -34.1% | -22.6% |
| 3Y | +267.1% | +27.2% | +240.0% | +202.7% |
| 5Y | +89.9% | +12.8% | +77.1% | +63.6% |
| All | +420.4% | +184.8% | +235.6% | +110.5% |
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