-10.0%
MTZ vs AVAV
-63.5%
+53.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -4.0% |
| 7D | -8.7% | 0.0% | -8.7% | -9.0% |
| 30D | -15.0% | -9.9% | -5.0% | -14.9% |
| 3M | -32.6% | -34.7% | +2.1% | -31.3% |
| 6M | -56.3% | -26.6% | -29.7% | -55.8% |
| YTD | -16.8% | -48.9% | +32.1% | -17.2% |
| 1Y | -10.0% | -63.0% | +53.0% | -3.1% |
| All | -10.0% | -63.5% | +53.5% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling