+1,382.4%
MTZ vs AU
+793.6%
+588.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.4% |
| 7D | -1.6% | -3.6% | +2.1% | -1.1% |
| 30D | -11.1% | +23.9% | -35.0% | -13.9% |
| 3M | -36.7% | +19.1% | -55.8% | -38.4% |
| 6M | -21.9% | -0.2% | -21.8% | -22.6% |
| YTD | +9.1% | +32.5% | -23.3% | +3.8% |
| 1Y | +30.0% | +96.9% | -67.0% | +17.0% |
| 3Y | +138.5% | +614.7% | -476.3% | +77.4% |
| 5Y | +158.3% | +647.7% | -489.4% | +86.1% |
| 10Y | +700.8% | +679.2% | +21.6% | +430.5% |
| All | +1,382.4% | +793.6% | +588.8% | +910.7% |
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