+157.9%
MTZ vs AR
+143.7%
+14.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | +2.5% | -4.1% | -2.2% |
| 30D | -11.1% | +14.8% | -25.9% | -14.3% |
| 3M | -36.7% | +6.2% | -42.9% | -38.1% |
| 6M | -21.9% | +4.3% | -26.2% | -23.9% |
| YTD | +9.1% | +14.4% | -5.2% | +3.2% |
| 1Y | +30.0% | +21.3% | +8.6% | +20.3% |
| 3Y | +138.5% | +39.8% | +98.7% | +111.1% |
| All | +157.9% | +143.7% | +14.2% | +93.7% |
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