+400.4%
ALAB vs MTZ
+176.5%
+223.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.1% | +7.6% | +7.8% |
| 7D | +7.2% | -1.6% | +8.8% | +8.9% |
| 30D | -2.5% | -11.1% | +8.6% | +7.7% |
| 3M | -13.3% | -36.7% | +23.4% | +31.6% |
| 6M | +172.8% | -21.9% | +194.8% | +237.3% |
| YTD | +86.6% | +9.1% | +77.5% | +66.7% |
| 1Y | +65.2% | +30.0% | +35.2% | +23.3% |
| All | +400.4% | +176.5% | +223.9% | +124.7% |
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 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