+161.4%
MTZ vs AZO
+85.0%
+76.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | -14.8% | -5.3% | -9.5% | -14.5% |
| 3M | -30.8% | -7.3% | -23.5% | -30.5% |
| 6M | -22.6% | -22.7% | 0.0% | -20.2% |
| YTD | +6.8% | -15.0% | +21.9% | +8.4% |
| 1Y | +22.1% | -32.2% | +54.4% | +28.6% |
| 3Y | +153.1% | +10.0% | +143.1% | +134.3% |
| 5Y | +161.4% | +85.8% | +75.6% | +121.3% |
| All | +161.4% | +85.0% | +76.5% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling