+697.8%
MTZ vs AVAV
+479.1%
+218.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.9% | +2.5% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | -11.1% | -13.9% | +2.8% | -8.2% |
| 3M | -36.7% | -29.2% | -7.5% | -32.7% |
| 6M | -21.9% | -36.1% | +14.2% | -16.4% |
| YTD | +9.1% | -40.2% | +49.3% | +15.4% |
| 1Y | +30.0% | -36.2% | +66.2% | +33.9% |
| 3Y | +138.5% | +47.5% | +90.9% | +85.4% |
| 5Y | +158.3% | +39.3% | +119.1% | +90.9% |
| All | +697.8% | +479.1% | +218.8% | +202.0% |
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