+277.0%
MTZ vs AUR
+137.7%
+139.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -1.2% |
| 7D | +16.5% | +7.9% | +8.5% | +15.0% |
| 30D | -10.2% | -18.5% | +8.3% | -7.1% |
| 3M | -34.2% | -36.7% | +2.5% | -29.1% |
| 6M | -56.0% | -39.8% | -16.2% | -52.6% |
| YTD | -14.8% | +13.3% | -28.1% | -18.0% |
| 1Y | -7.2% | +2.8% | -10.1% | -9.5% |
| All | +277.0% | +137.7% | +139.3% | +180.7% |
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