-3.8%
MTZ vs AUR
+0.7%
-4.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.4% |
| 7D | +5.0% | -4.5% | +9.5% | +6.4% |
| 30D | -6.0% | -16.6% | +10.6% | -2.3% |
| 3M | -36.1% | -38.5% | +2.3% | -29.0% |
| 6M | -56.9% | -49.9% | -7.0% | -50.7% |
| YTD | -15.9% | +9.6% | -25.5% | -19.6% |
| 1Y | -3.8% | +1.2% | -5.0% | -6.4% |
| All | -3.8% | +0.7% | -4.6% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling