+2,067.4%
MTZ vs APD
+6,285.2%
-4,217.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.2% | -3.7% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | -30.4% | +10.1% | -40.5% | -33.9% |
| 3M | -40.4% | +4.9% | -45.3% | -42.2% |
| 6M | -63.7% | +2.5% | -66.1% | -64.6% |
| YTD | -26.9% | +27.8% | -54.7% | -36.9% |
| 1Y | -20.2% | +32.9% | -53.0% | -33.1% |
| 3Y | +208.1% | +13.4% | +194.8% | +173.4% |
| 5Y | +69.4% | +12.8% | +56.6% | +48.5% |
| 10Y | +440.6% | +194.6% | +246.0% | +187.7% |
| All | +2,067.4% | +6,285.2% | -4,217.9% | +356.0% |
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