+148.1%
MTZ vs ALC
-13.3%
+161.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.9% |
| 7D | -1.6% | -2.1% | +0.5% | -0.9% |
| 30D | -11.1% | -0.1% | -11.0% | -11.3% |
| 3M | -36.7% | +5.9% | -42.6% | -38.6% |
| 6M | -21.9% | -15.9% | -6.0% | -16.4% |
| YTD | +9.1% | -10.1% | +19.2% | +12.8% |
| 1Y | +30.0% | -10.2% | +40.2% | +34.0% |
| All | +148.1% | -13.3% | +161.4% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling