+168.3%
MTZ vs AUR
+90.4%
+78.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.3% |
| 7D | +3.6% | +19.2% | -15.7% | +0.3% |
| 30D | -9.6% | -7.8% | -1.9% | -8.5% |
| 3M | -31.9% | +4.0% | -35.9% | -32.7% |
| 6M | -13.8% | +45.0% | -58.8% | -20.1% |
| YTD | +13.3% | +69.5% | -56.3% | +1.7% |
| 1Y | +39.3% | +13.0% | +26.3% | +32.9% |
| 3Y | +168.3% | +90.4% | +78.0% | +84.3% |
| All | +168.3% | +90.4% | +78.0% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling