+89.9%
MTZ vs AU
+436.5%
-346.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.2% | -3.3% |
| 7D | -8.7% | +15.3% | -24.0% | -11.2% |
| 30D | -15.0% | -0.3% | -14.6% | -15.0% |
| 3M | -32.6% | -2.9% | -29.7% | -32.6% |
| 6M | -56.3% | -10.7% | -45.7% | -56.0% |
| YTD | -16.8% | +14.0% | -30.8% | -20.3% |
| 1Y | -10.0% | +32.5% | -42.6% | -16.0% |
| 3Y | +267.1% | +557.9% | -290.8% | +157.9% |
| 5Y | +89.9% | +441.0% | -351.2% | +22.6% |
| All | +89.9% | +436.5% | -346.6% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling