+108.3%
MTZ vs AUR
-35.0%
+143.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +2.3% | +11.1% | -8.8% | +0.7% |
| 30D | -10.3% | -6.9% | -3.4% | -9.5% |
| 3M | -31.8% | +5.5% | -37.4% | -32.6% |
| 6M | -19.2% | +41.0% | -60.2% | -23.8% |
| YTD | +10.7% | +69.3% | -58.5% | +1.4% |
| 1Y | +37.5% | +14.0% | +23.5% | +32.3% |
| 3Y | +162.4% | +90.1% | +72.3% | +115.9% |
| 5Y | +166.3% | -34.4% | +200.7% | +108.0% |
| All | +108.3% | -35.0% | +143.3% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling