-14.3%
MTZ vs ALC
+4.2%
-18.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.8% | -22.2% | -14.4% |
| 7D | -7.4% | +10.7% | -18.1% | -6.2% |
| 30D | -23.6% | +20.2% | -43.8% | -22.5% |
| 3M | -38.3% | +8.9% | -47.2% | -37.3% |
| 6M | -60.6% | +5.7% | -66.3% | -59.3% |
| YTD | -22.9% | -1.4% | -21.5% | -19.0% |
| 1Y | -14.3% | +4.7% | -19.0% | -9.7% |
| All | -14.3% | +4.2% | -18.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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