+74.8%
MTZ vs AVAV
+18.1%
+56.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.5% | -0.9% | +7.8% |
| 7D | -6.4% | -10.6% | +4.2% | -4.7% |
| 30D | -22.1% | -18.8% | -3.3% | -19.6% |
| 3M | -32.7% | -34.1% | +1.4% | -28.5% |
| 6M | -59.8% | -35.3% | -24.5% | -57.8% |
| YTD | -19.9% | -53.4% | +33.5% | -13.6% |
| 1Y | -11.5% | -65.6% | +54.2% | +0.9% |
| 3Y | +258.1% | -5.1% | +263.2% | +231.9% |
| All | +74.8% | +18.1% | +56.7% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling