+398.0%
MTZ vs AU
+818.2%
-420.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +5.0% | -7.2% | +12.2% | +6.0% |
| 30D | -6.0% | -2.9% | -3.1% | -5.8% |
| 3M | -36.1% | -8.7% | -27.5% | -35.7% |
| 6M | -56.9% | -14.1% | -42.7% | -56.4% |
| YTD | -15.9% | +4.8% | -20.7% | -17.3% |
| 1Y | -3.8% | +11.9% | -15.7% | -6.0% |
| 3Y | +272.3% | +513.8% | -241.5% | +205.0% |
| 5Y | +91.1% | +379.3% | -288.2% | +55.3% |
| All | +398.0% | +818.2% | -420.2% | +295.8% |
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