+398.0%
MTZ vs AR
+57.4%
+340.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | +5.0% | +7.4% | -2.4% | +3.5% |
| 30D | -6.0% | +5.8% | -11.8% | -7.0% |
| 3M | -36.1% | +5.2% | -41.3% | -36.9% |
| 6M | -56.9% | +5.4% | -62.3% | -57.7% |
| YTD | -15.9% | +12.4% | -28.3% | -19.2% |
| 1Y | -3.8% | +12.8% | -16.7% | -7.8% |
| 3Y | +272.3% | +47.2% | +225.1% | +235.4% |
| 5Y | +91.1% | +101.1% | -10.1% | +56.9% |
| All | +398.0% | +57.4% | +340.7% | +373.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling