+444.4%
MTZ vs AR
+58.9%
+385.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.3% |
| 7D | +12.9% | +2.1% | +10.8% | +12.4% |
| 30D | -8.5% | +4.5% | -13.1% | -9.2% |
| 3M | -30.6% | +1.0% | -31.6% | -30.9% |
| 6M | -55.1% | +4.4% | -59.5% | -55.9% |
| YTD | -13.0% | +10.9% | -23.9% | -16.1% |
| 1Y | -4.3% | +8.6% | -12.8% | -7.5% |
| 3Y | +284.0% | +48.5% | +235.5% | +245.6% |
| 5Y | +97.7% | +95.7% | +1.9% | +63.2% |
| 10Y | +444.4% | +55.5% | +389.0% | +419.1% |
| All | +444.4% | +58.9% | +385.5% | +419.1% |
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