+95.9%
MTZ vs AVAV
+34.3%
+61.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.6% | -4.0% | +6.5% |
| 7D | -2.4% | +3.2% | -5.6% | -2.9% |
| 30D | -11.1% | -7.4% | -3.7% | -10.2% |
| 3M | -30.6% | -32.0% | +1.4% | -26.8% |
| 6M | -54.4% | -24.6% | -29.8% | -53.3% |
| YTD | -13.0% | -47.5% | +34.5% | -8.0% |
| 1Y | -5.7% | -61.5% | +55.8% | +5.5% |
| 3Y | +297.2% | +5.5% | +291.7% | +261.6% |
| 5Y | +95.9% | +35.7% | +60.1% | +57.7% |
| All | +95.9% | +34.3% | +61.6% | +57.7% |
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