-27.6%
AAL vs MTZ
+1,564.7%
-1,592.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -0.1% | +5.0% | -5.1% | -2.1% |
| 30D | +11.7% | -6.0% | +17.7% | +12.7% |
| 3M | -12.5% | -36.1% | +23.6% | +2.8% |
| 6M | +3.6% | -56.9% | +60.5% | +39.3% |
| YTD | -14.1% | -15.9% | +1.8% | -14.5% |
| 1Y | +0.8% | -3.8% | +4.6% | -5.6% |
| 3Y | +11.8% | +272.3% | -260.5% | -44.9% |
| 5Y | -35.1% | +91.1% | -126.2% | -59.2% |
| 10Y | -68.3% | +426.0% | -494.2% | -87.9% |
| All | -27.6% | +1,564.7% | -1,592.3% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling