-11.5%
MTZ vs AR
+8.4%
-19.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.4% | +9.5% |
| 7D | -6.4% | -14.3% | +7.8% | -7.4% |
| 30D | -22.1% | +1.4% | -23.5% | -21.2% |
| 3M | -32.7% | +3.4% | -36.1% | -31.8% |
| 6M | -59.8% | -2.1% | -57.8% | -59.2% |
| YTD | -19.9% | +4.7% | -24.6% | -20.9% |
| 1Y | -11.5% | +10.6% | -22.0% | -14.6% |
| All | -11.5% | +8.4% | -19.9% | -14.6% |
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 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