-35.9%
AAL vs MTZ
+162.0%
-198.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +1.1% |
| 7D | -1.3% | +2.3% | -3.6% | -2.2% |
| 30D | -13.7% | -10.3% | -3.4% | -10.6% |
| 3M | -8.2% | -31.8% | +23.7% | +2.8% |
| 6M | +13.1% | -19.2% | +32.3% | +16.9% |
| YTD | -15.6% | +10.7% | -26.3% | -24.0% |
| 1Y | +1.4% | +37.5% | -36.1% | -17.2% |
| 3Y | -7.4% | +162.4% | -169.8% | -44.9% |
| 5Y | -35.9% | +166.3% | -202.3% | -65.3% |
| All | -35.9% | +162.0% | -198.0% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling