+281.6%
MTZ vs ALC
+27.5%
+254.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.6% |
| 7D | +12.9% | -6.3% | +19.1% | +16.1% |
| 30D | -8.5% | +12.6% | -21.1% | -14.8% |
| 3M | -30.6% | -3.8% | -26.8% | -30.3% |
| 6M | -55.1% | +16.8% | -71.9% | -59.7% |
| YTD | -13.0% | -7.6% | -5.4% | -12.3% |
| 1Y | -4.3% | -5.9% | +1.6% | -4.7% |
| 3Y | +284.0% | +0.6% | +283.5% | +257.2% |
| 5Y | +97.7% | -9.5% | +107.1% | +90.5% |
| All | +281.6% | +27.5% | +254.1% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling