+24.5%
ALAB vs MTZ
-14.7%
+39.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.4% | +11.0% | +8.1% |
| 7D | -24.9% | -7.4% | -17.5% | -22.4% |
| 30D | -38.4% | -23.6% | -14.8% | -23.9% |
| 3M | -38.3% | -38.3% | 0.0% | -8.9% |
| 6M | +10.9% | -60.6% | +71.5% | +154.1% |
| YTD | +34.2% | -22.9% | +57.1% | +34.8% |
| 1Y | +24.5% | -14.3% | +38.8% | +10.7% |
| All | +24.5% | -14.7% | +39.2% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling