+258.1%
MTZ vs ALC
+2.3%
+255.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +10.1% |
| 7D | -6.4% | +4.9% | -11.3% | -8.0% |
| 30D | -22.1% | +19.0% | -41.0% | -26.6% |
| 3M | -32.7% | +7.8% | -40.4% | -34.7% |
| 6M | -59.8% | +14.6% | -74.4% | -62.2% |
| YTD | -19.9% | -4.4% | -15.5% | -19.0% |
| 1Y | -11.5% | +1.4% | -12.9% | -13.3% |
| 3Y | +258.1% | +2.5% | +255.6% | +235.1% |
| All | +258.1% | +2.3% | +255.8% | +235.1% |
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