+3,435.9%
ALNY vs MTZ
+5,428.6%
-1,992.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.5% | -3.2% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | +11.9% | -14.8% | +26.7% | +15.9% |
| 3M | -15.0% | -30.8% | +15.8% | -10.1% |
| 6M | -23.2% | -22.6% | -0.6% | -21.7% |
| YTD | -37.8% | +6.8% | -44.6% | -41.8% |
| 1Y | -47.3% | +22.1% | -69.4% | -52.7% |
| 3Y | +22.9% | +153.1% | -130.2% | -13.9% |
| 5Y | +30.6% | +161.4% | -130.8% | -12.8% |
| 10Y | +254.6% | +723.1% | -468.5% | +47.2% |
| All | +3,435.9% | +5,428.6% | -1,992.7% | +788.8% |
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