+168.3%
MTZ vs AU
+624.5%
-456.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.0% |
| 7D | +3.6% | -0.3% | +3.8% | +3.6% |
| 30D | -9.6% | +12.8% | -22.4% | -12.3% |
| 3M | -31.9% | +28.5% | -60.4% | -36.0% |
| 6M | -13.8% | +4.8% | -18.6% | -16.3% |
| YTD | +13.3% | +31.0% | -17.7% | +4.7% |
| 1Y | +39.3% | +81.4% | -42.1% | +21.1% |
| 3Y | +168.3% | +618.4% | -450.1% | +66.1% |
| All | +168.3% | +624.5% | -456.1% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling