-65.2%
AAL vs MTZ
+743.7%
-809.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.9% |
| 7D | -0.9% | 0.0% | -0.9% | -1.0% |
| 30D | -16.0% | -14.8% | -1.1% | -10.2% |
| 3M | -4.2% | -30.8% | +26.6% | +8.7% |
| 6M | +15.7% | -22.6% | +38.3% | +23.1% |
| YTD | -16.2% | +6.8% | -23.0% | -24.2% |
| 1Y | +0.2% | +22.1% | -21.9% | -15.5% |
| 3Y | -8.1% | +153.1% | -161.2% | -49.6% |
| 5Y | -32.2% | +161.4% | -193.6% | -65.4% |
| All | -65.2% | +743.7% | -809.0% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling