+272.3%
MTZ vs AZO
+20.6%
+251.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.2% |
| 7D | +5.0% | +1.3% | +3.6% | +5.2% |
| 30D | -6.0% | +12.0% | -18.0% | -4.8% |
| 3M | -36.1% | +7.2% | -43.3% | -35.5% |
| 6M | -56.9% | -3.2% | -53.7% | -56.2% |
| YTD | -15.9% | -3.9% | -12.0% | -14.4% |
| 1Y | -3.8% | -14.7% | +10.8% | -1.9% |
| 3Y | +272.3% | +20.4% | +251.8% | +257.1% |
| All | +272.3% | +20.6% | +251.6% | +257.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling