+108.1%
MTZ vs AUR
-35.7%
+143.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +3.3% |
| 7D | +1.4% | +1.4% | -0.1% | +1.2% |
| 30D | -14.5% | -6.4% | -8.1% | -13.8% |
| 3M | -32.9% | +7.7% | -40.6% | -33.8% |
| 6M | -20.8% | +44.5% | -65.3% | -25.6% |
| YTD | +10.6% | +67.4% | -56.8% | +1.5% |
| 1Y | +27.1% | +15.4% | +11.6% | +22.1% |
| 3Y | +166.1% | +94.8% | +71.3% | +118.5% |
| 5Y | +170.7% | -35.1% | +205.8% | +111.8% |
| All | +108.1% | -35.7% | +143.8% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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