-63.7%
MTZ vs AR
-7.2%
-56.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -5.6% |
| 7D | -10.6% | -11.7% | +1.1% | -13.2% |
| 30D | -30.4% | +1.8% | -32.2% | -28.5% |
| 3M | -40.4% | +6.0% | -46.4% | -37.1% |
| 6M | -63.7% | -7.0% | -56.6% | -62.9% |
| All | -63.7% | -7.2% | -56.5% | -62.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling