-63.7%
MTZ vs ALC
+3.4%
-67.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -5.5% |
| 7D | -10.6% | +7.6% | -18.2% | -7.9% |
| 30D | -30.4% | +21.1% | -51.5% | -26.2% |
| 3M | -40.4% | +8.5% | -48.9% | -38.2% |
| 6M | -63.7% | +2.8% | -66.5% | -62.3% |
| All | -63.7% | +3.4% | -67.0% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling