+766.7%
MTZ vs AZO
+296.8%
+469.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +1.4% | -3.6% | +4.9% | +2.4% |
| 30D | -14.5% | -5.6% | -8.9% | -13.2% |
| 3M | -32.9% | -6.6% | -26.3% | -32.3% |
| 6M | -20.8% | -22.5% | +1.7% | -15.6% |
| YTD | +10.6% | -15.2% | +25.8% | +14.1% |
| 1Y | +27.1% | -33.9% | +61.0% | +42.0% |
| 3Y | +166.1% | +11.8% | +154.3% | +139.6% |
| 5Y | +170.7% | +85.5% | +85.1% | +92.5% |
| All | +766.7% | +296.8% | +469.8% | +393.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling