+58.2%
MTZ vs AUR
-57.9%
+116.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.8% |
| 7D | +5.0% | -4.5% | +9.5% | +5.8% |
| 30D | -6.0% | -16.6% | +10.6% | -3.6% |
| 3M | -36.1% | -38.5% | +2.3% | -31.8% |
| 6M | -56.9% | -49.9% | -7.0% | -52.8% |
| YTD | -15.9% | +9.6% | -25.5% | -18.2% |
| 1Y | -3.8% | +1.2% | -5.0% | -5.6% |
| 3Y | +272.3% | +128.8% | +143.5% | +205.3% |
| 5Y | +91.1% | -57.9% | +149.0% | +62.3% |
| All | +58.2% | -57.9% | +116.1% | +28.8% |
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