+267.1%
MTZ vs ALC
+3.6%
+263.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.0% |
| 7D | -8.7% | +2.3% | -11.0% | -9.6% |
| 30D | -15.0% | +15.5% | -30.5% | -19.1% |
| 3M | -32.6% | +0.6% | -33.2% | -33.0% |
| 6M | -56.3% | +18.4% | -74.7% | -59.6% |
| YTD | -16.8% | -5.6% | -11.2% | -15.6% |
| 1Y | -10.0% | 0.0% | -10.1% | -11.5% |
| 3Y | +267.1% | +2.8% | +264.3% | +245.7% |
| All | +267.1% | +3.6% | +263.5% | +245.7% |
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