-21.9%
MTZ vs AR
+6.9%
-28.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +1.8% |
| 7D | -1.6% | +2.5% | -4.1% | -0.6% |
| 30D | -11.1% | +14.8% | -25.9% | -6.1% |
| 3M | -36.7% | +6.2% | -42.9% | -33.9% |
| 6M | -21.9% | +4.3% | -26.2% | -18.6% |
| All | -21.9% | +6.9% | -28.8% | -18.6% |
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 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