+89.9%
MTZ vs ALC
-9.1%
+99.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -8.7% | +2.3% | -11.0% | -10.0% |
| 30D | -15.0% | +15.5% | -30.5% | -20.4% |
| 3M | -32.6% | +0.6% | -33.2% | -33.4% |
| 6M | -56.3% | +18.4% | -74.7% | -60.2% |
| YTD | -16.8% | -5.6% | -11.2% | -16.4% |
| 1Y | -10.0% | 0.0% | -10.1% | -12.4% |
| 3Y | +267.1% | +2.8% | +264.3% | +243.1% |
| 5Y | +89.9% | -8.8% | +98.6% | +80.1% |
| All | +89.9% | -9.1% | +99.0% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling