+501.4%
MTZ vs AVAV
+361.4%
+140.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.5% | -0.9% | +7.2% |
| 7D | -6.4% | -10.6% | +4.2% | -3.8% |
| 30D | -22.1% | -18.8% | -3.3% | -18.4% |
| 3M | -32.7% | -34.1% | +1.4% | -26.5% |
| 6M | -59.8% | -35.3% | -24.5% | -57.0% |
| YTD | -19.9% | -53.4% | +33.5% | -10.8% |
| 1Y | -11.5% | -65.6% | +54.2% | +6.1% |
| 3Y | +258.1% | -5.1% | +263.2% | +211.7% |
| 5Y | +85.5% | +18.5% | +67.0% | +41.0% |
| All | +501.4% | +361.4% | +140.0% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling