+30.0%
MTZ vs AR
+22.7%
+7.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.5% |
| 30D | -11.1% | +14.8% | -25.9% | -10.9% |
| 3M | -36.7% | +6.2% | -42.9% | -36.2% |
| 6M | -21.9% | +4.3% | -26.2% | -21.7% |
| YTD | +9.1% | +14.4% | -5.2% | +6.4% |
| 1Y | +30.0% | +21.3% | +8.6% | +27.0% |
| All | +30.0% | +22.7% | +7.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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