+11.4%
ALAB vs MTZ
-55.4%
+66.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.4% |
| 7D | +26.9% | +16.5% | +10.5% | +12.4% |
| 30D | -30.0% | -10.2% | -19.8% | -24.3% |
| 3M | -28.5% | -34.2% | +5.6% | +1.1% |
| 6M | +11.4% | -56.0% | +67.4% | +166.9% |
| All | +11.4% | -55.4% | +66.8% | +166.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling