+74.8%
MTZ vs APD
+11.0%
+63.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +10.1% |
| 7D | -6.4% | -3.7% | -2.8% | -5.2% |
| 30D | -22.1% | +9.6% | -31.7% | -25.1% |
| 3M | -32.7% | +1.6% | -34.3% | -33.4% |
| 6M | -59.8% | +2.2% | -62.0% | -60.5% |
| YTD | -19.9% | +25.9% | -45.8% | -28.8% |
| 1Y | -11.5% | +20.1% | -31.6% | -20.0% |
| 3Y | +258.1% | +12.4% | +245.7% | +227.6% |
| All | +74.8% | +11.0% | +63.8% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling