+767.6%
MTZ vs AU
+730.4%
+37.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.3% |
| 7D | +2.3% | +0.6% | +1.6% | +2.2% |
| 30D | -10.3% | +12.3% | -22.6% | -11.7% |
| 3M | -31.8% | +29.4% | -61.2% | -34.1% |
| 6M | -19.2% | +3.2% | -22.4% | -20.2% |
| YTD | +10.7% | +31.8% | -21.1% | +6.2% |
| 1Y | +37.5% | +83.4% | -45.9% | +27.5% |
| 3Y | +162.4% | +623.1% | -460.7% | +110.7% |
| 5Y | +166.3% | +700.5% | -534.2% | +108.0% |
| All | +767.6% | +730.4% | +37.2% | +615.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling