+74.8%
MTZ vs AR
+71.8%
+3.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.4% | +9.7% |
| 7D | -6.4% | -14.3% | +7.8% | -2.7% |
| 30D | -22.1% | +1.4% | -23.5% | -22.2% |
| 3M | -32.7% | +3.4% | -36.1% | -33.5% |
| 6M | -59.8% | -2.1% | -57.8% | -60.1% |
| YTD | -19.9% | +4.7% | -24.6% | -22.7% |
| 1Y | -11.5% | +10.6% | -22.0% | -16.1% |
| 3Y | +258.1% | +24.6% | +233.5% | +226.0% |
| All | +74.8% | +71.8% | +3.0% | +54.0% |
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