+93.5%
MTZ vs AUR
-56.5%
+150.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -1.4% |
| 7D | +16.5% | +7.9% | +8.5% | +15.3% |
| 30D | -10.2% | -18.5% | +8.3% | -7.6% |
| 3M | -34.2% | -36.7% | +2.5% | -30.0% |
| 6M | -56.0% | -39.8% | -16.2% | -53.1% |
| YTD | -14.8% | +13.3% | -28.1% | -17.5% |
| 1Y | -7.2% | +2.8% | -10.1% | -9.1% |
| 3Y | +275.8% | +139.7% | +136.1% | +206.7% |
| 5Y | +93.5% | -56.5% | +150.0% | +68.0% |
| All | +93.5% | -56.5% | +150.0% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling