+22.1%
MTZ vs AUR
+10.3%
+11.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.9% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -14.8% | -8.9% | -5.9% | -13.0% |
| 3M | -30.8% | +4.6% | -35.4% | -31.7% |
| 6M | -22.6% | +44.9% | -67.5% | -30.4% |
| YTD | +6.8% | +64.8% | -58.0% | -9.0% |
| 1Y | +22.1% | +16.4% | +5.8% | +16.0% |
| All | +22.1% | +10.3% | +11.9% | +16.0% |
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