+30.0%
MTZ vs AU
+100.5%
-70.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.7% |
| 7D | -1.6% | -3.6% | +2.1% | -0.7% |
| 30D | -11.1% | +23.9% | -35.0% | -16.8% |
| 3M | -36.7% | +19.1% | -55.8% | -40.6% |
| 6M | -21.9% | -0.2% | -21.8% | -24.5% |
| YTD | +9.1% | +32.5% | -23.3% | -3.7% |
| 1Y | +30.0% | +96.9% | -67.0% | -0.1% |
| All | +30.0% | +100.5% | -70.5% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling