+2,479.7%
MTZ vs APD
+6,445.2%
-3,965.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.1% |
| 7D | +12.9% | -1.2% | +14.0% | +13.6% |
| 30D | -8.5% | +11.0% | -19.6% | -13.5% |
| 3M | -30.6% | +2.6% | -33.2% | -31.9% |
| 6M | -55.1% | +4.8% | -59.9% | -56.8% |
| YTD | -13.0% | +31.0% | -44.0% | -25.8% |
| 1Y | -4.3% | +23.4% | -27.6% | -16.3% |
| 3Y | +284.0% | +28.4% | +255.7% | +222.0% |
| 5Y | +97.7% | +15.2% | +82.5% | +71.4% |
| 10Y | +444.4% | +190.7% | +253.7% | +191.7% |
| All | +2,479.7% | +6,445.2% | -3,965.5% | +436.1% |
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 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