+697.8%
MTZ vs AR
+52.0%
+645.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | +2.5% | -4.1% | -2.1% |
| 30D | -11.1% | +14.8% | -25.9% | -13.6% |
| 3M | -36.7% | +6.2% | -42.9% | -37.9% |
| 6M | -21.9% | +4.3% | -26.2% | -23.5% |
| YTD | +9.1% | +14.4% | -5.2% | +4.6% |
| 1Y | +30.0% | +21.3% | +8.6% | +22.7% |
| 3Y | +138.5% | +39.8% | +98.7% | +116.9% |
| 5Y | +158.3% | +142.1% | +16.3% | +105.0% |
| All | +697.8% | +52.0% | +645.8% | +640.5% |
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