+30.0%
MTZ vs ALC
-10.2%
+40.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.3% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | -11.1% | -0.1% | -11.0% | -11.3% |
| 3M | -36.7% | +5.9% | -42.6% | -37.3% |
| 6M | -21.9% | -15.9% | -6.0% | -19.2% |
| YTD | +9.1% | -10.1% | +19.2% | +12.2% |
| 1Y | +30.0% | -10.2% | +40.2% | +32.7% |
| All | +30.0% | -10.2% | +40.1% | +32.7% |
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