+33.9%
ALNY vs MTZ
+168.2%
-134.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | +0.1% |
| 7D | -6.5% | +1.4% | -7.9% | -6.7% |
| 30D | +11.0% | -14.5% | +25.5% | +12.7% |
| 3M | -14.1% | -32.9% | +18.9% | -10.9% |
| 6M | -22.4% | -20.8% | -1.5% | -22.1% |
| YTD | -37.5% | +10.6% | -48.1% | -40.7% |
| 1Y | -46.9% | +27.1% | -74.0% | -51.0% |
| 3Y | +22.1% | +166.1% | -144.1% | -3.0% |
| All | +33.9% | +168.2% | -134.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling