+69.4%
MTZ vs AR
+75.2%
-5.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.5% |
| 7D | -10.6% | -11.7% | +1.1% | -7.7% |
| 30D | -30.4% | +1.8% | -32.2% | -30.6% |
| 3M | -40.4% | +6.0% | -46.4% | -41.5% |
| 6M | -63.7% | -7.0% | -56.6% | -63.4% |
| YTD | -26.9% | +5.6% | -32.5% | -29.6% |
| 1Y | -20.2% | +10.8% | -31.0% | -24.4% |
| 3Y | +208.1% | +19.3% | +188.8% | +183.5% |
| 5Y | +69.4% | +73.3% | -3.9% | +49.2% |
| All | +69.4% | +75.2% | -5.8% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling