+166.4%
MTZ vs AZO
+11.4%
+155.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.2% |
| 30D | -10.3% | -5.1% | -5.2% | -10.4% |
| 3M | -31.8% | -7.2% | -24.6% | -31.8% |
| 6M | -19.2% | -20.7% | +1.6% | -18.2% |
| YTD | +10.7% | -14.2% | +24.9% | +11.5% |
| 1Y | +37.5% | -32.2% | +69.7% | +41.5% |
| All | +166.4% | +11.4% | +155.1% | +132.5% |
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