+1,260.8%
MTZ vs AVAV
+308.3%
+952.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.8% | +4.7% | -2.7% |
| 7D | -10.6% | -24.3% | +13.7% | -4.1% |
| 30D | -30.4% | -28.9% | -1.5% | -24.3% |
| 3M | -40.4% | -39.3% | -1.2% | -33.0% |
| 6M | -63.7% | -38.8% | -24.9% | -60.4% |
| YTD | -26.9% | -57.8% | +30.9% | -15.7% |
| 1Y | -20.2% | -70.9% | +50.7% | +1.3% |
| 3Y | +208.1% | -14.8% | +222.9% | +175.0% |
| 5Y | +69.4% | +7.3% | +62.1% | +30.5% |
| 10Y | +440.6% | +325.3% | +115.3% | +150.1% |
| All | +1,260.8% | +308.3% | +952.5% | +415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling