-7.2%
MTZ vs APD
+23.7%
-30.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.1% |
| 7D | +16.5% | +2.2% | +14.3% | +16.6% |
| 30D | -10.2% | +9.4% | -19.6% | -9.7% |
| 3M | -34.2% | +4.7% | -38.8% | -33.9% |
| 6M | -56.0% | +5.5% | -61.4% | -55.4% |
| YTD | -14.8% | +31.4% | -46.3% | -15.0% |
| 1Y | -7.2% | +24.1% | -31.3% | -6.7% |
| All | -7.2% | +23.7% | -30.9% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling