-27.8%
AAL vs MTZ
+2,060.2%
-2,088.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.3% |
| 7D | -3.7% | -1.6% | -2.2% | -3.1% |
| 30D | -20.8% | -11.1% | -9.7% | -17.2% |
| 3M | -1.3% | -36.7% | +35.4% | +15.7% |
| 6M | +5.4% | -21.9% | +27.3% | +12.1% |
| YTD | -14.4% | +9.1% | -23.5% | -21.8% |
| 1Y | +2.1% | +30.0% | -27.9% | -14.2% |
| 3Y | -10.6% | +138.5% | -149.0% | -45.8% |
| 5Y | -32.2% | +158.3% | -190.6% | -61.7% |
| 10Y | -62.7% | +700.8% | -763.5% | -87.9% |
| All | -27.8% | +2,060.2% | -2,088.0% | -89.5% |
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