+30.0%
MTZ vs AZO
-28.9%
+58.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.4% |
| 30D | -11.1% | -2.7% | -8.4% | -11.6% |
| 3M | -36.7% | -3.2% | -33.5% | -36.7% |
| 6M | -21.9% | -19.7% | -2.2% | -22.5% |
| YTD | +9.1% | -12.0% | +21.2% | +11.8% |
| 1Y | +30.0% | -29.5% | +59.5% | +21.0% |
| All | +30.0% | -28.9% | +58.8% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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