+3,134.4%
MTZ vs APD
+6,115.6%
-2,981.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | -1.6% | -2.2% | +0.6% | -0.5% |
| 30D | -11.1% | +2.1% | -13.2% | -12.2% |
| 3M | -36.7% | +7.2% | -43.9% | -39.5% |
| 6M | -21.9% | +11.2% | -33.2% | -26.9% |
| YTD | +9.1% | +24.4% | -15.3% | -4.1% |
| 1Y | +30.0% | +6.7% | +23.3% | +22.4% |
| 3Y | +138.5% | +9.2% | +129.2% | +116.6% |
| 5Y | +158.3% | +27.4% | +131.0% | +113.3% |
| 10Y | +700.8% | +164.8% | +535.9% | +351.5% |
| All | +3,134.4% | +6,115.6% | -2,981.2% | +592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling