+22.1%
MTZ vs AZO
-32.7%
+54.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.8% |
| 7D | 0.0% | -2.9% | +2.9% | -0.8% |
| 30D | -14.8% | -5.3% | -9.5% | -15.9% |
| 3M | -30.8% | -7.3% | -23.5% | -31.4% |
| 6M | -22.6% | -22.7% | 0.0% | -23.6% |
| YTD | +6.8% | -15.0% | +21.9% | +8.4% |
| 1Y | +22.1% | -32.2% | +54.4% | +15.0% |
| All | +22.1% | -32.7% | +54.8% | +15.0% |
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