+492.6%
MTZ vs APD
+192.6%
+300.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.5% | +7.5% |
| 7D | -2.4% | -1.6% | -0.9% | -1.8% |
| 30D | -11.1% | +10.6% | -21.7% | -16.1% |
| 3M | -30.6% | +2.5% | -33.1% | -32.0% |
| 6M | -54.4% | +6.0% | -60.3% | -56.4% |
| YTD | -13.0% | +28.4% | -41.5% | -26.2% |
| 1Y | -5.7% | +22.2% | -27.8% | -18.2% |
| 3Y | +297.2% | +26.6% | +270.6% | +228.1% |
| 5Y | +95.9% | +11.8% | +84.1% | +69.6% |
| 10Y | +492.6% | +187.8% | +304.9% | +145.1% |
| All | +492.6% | +192.6% | +300.1% | +145.1% |
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