+1,030.2%
MTZ vs AU
+668.9%
+361.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.2% | -3.6% |
| 7D | -8.7% | +15.3% | -24.0% | -10.6% |
| 30D | -15.0% | -0.3% | -14.6% | -15.1% |
| 3M | -32.6% | -2.9% | -29.7% | -32.7% |
| 6M | -56.3% | -10.7% | -45.7% | -56.0% |
| YTD | -16.8% | +14.0% | -30.8% | -19.4% |
| 1Y | -10.0% | +32.5% | -42.6% | -14.7% |
| 3Y | +267.1% | +557.9% | -290.8% | +176.5% |
| 5Y | +89.9% | +441.0% | -351.2% | +42.6% |
| 10Y | +442.2% | +816.9% | -374.7% | +250.7% |
| All | +1,030.2% | +668.9% | +361.3% | +684.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling