+220.6%
MTZ vs ALC
+34.7%
+185.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.7% |
| 7D | -10.6% | +7.6% | -18.2% | -14.2% |
| 30D | -30.4% | +21.1% | -51.5% | -37.2% |
| 3M | -40.4% | +8.5% | -48.9% | -43.5% |
| 6M | -63.7% | +2.8% | -66.5% | -65.1% |
| YTD | -26.9% | -2.4% | -24.5% | -28.0% |
| 1Y | -20.2% | +3.5% | -23.6% | -24.2% |
| 3Y | +208.1% | +4.2% | +204.0% | +183.2% |
| 5Y | +69.4% | -9.0% | +78.4% | +64.2% |
| All | +220.6% | +34.7% | +185.9% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling