+660.7%
MTZ vs AR
-27.2%
+687.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | +2.5% | -4.1% | -2.1% |
| 30D | -11.1% | +14.8% | -25.9% | -13.8% |
| 3M | -36.7% | +6.2% | -42.9% | -38.0% |
| 6M | -21.9% | +4.3% | -26.2% | -23.6% |
| YTD | +9.1% | +14.4% | -5.2% | +4.4% |
| 1Y | +30.0% | +21.3% | +8.6% | +22.3% |
| 3Y | +138.5% | +39.8% | +98.7% | +115.2% |
| 5Y | +158.3% | +142.1% | +16.3% | +99.8% |
| 10Y | +700.8% | +52.0% | +648.7% | +575.0% |
| All | +660.7% | -27.2% | +687.9% | +651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling