+4,406.9%
MTZ vs AZO
+47,313.8%
-42,906.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +5.0% | +1.3% | +3.6% | +4.6% |
| 30D | -6.0% | +12.0% | -18.0% | -9.4% |
| 3M | -36.1% | +7.2% | -43.3% | -37.8% |
| 6M | -56.9% | -3.2% | -53.7% | -57.3% |
| YTD | -15.9% | -3.9% | -12.0% | -16.9% |
| 1Y | -3.8% | -14.7% | +10.8% | -1.7% |
| 3Y | +272.3% | +20.4% | +251.8% | +236.7% |
| 5Y | +91.1% | +72.8% | +18.3% | +52.2% |
| 10Y | +426.0% | +334.4% | +91.6% | +209.8% |
| All | +4,406.9% | +47,313.8% | -42,906.9% | +1,040.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling