+139.1%
MTZ vs AS
+139.2%
-0.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.1% | -20.5% | -17.0% |
| 7D | -7.4% | +13.8% | -21.2% | -11.4% |
| 30D | -23.6% | +16.7% | -40.3% | -27.5% |
| 3M | -38.3% | -11.5% | -26.8% | -36.4% |
| 6M | -60.6% | -5.5% | -55.1% | -60.6% |
| YTD | -22.9% | -14.2% | -8.7% | -21.0% |
| 1Y | -14.3% | +2.1% | -16.3% | -17.3% |
| All | +139.1% | +139.2% | -0.1% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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