+109.8%
MTZ vs ALHC
-61.8%
+171.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.5% | +8.7% |
| 7D | -2.4% | +3.9% | -6.3% | -2.9% |
| 30D | -11.1% | -3.6% | -7.5% | -11.1% |
| 3M | -30.6% | -49.4% | +18.8% | -27.4% |
| 6M | -54.4% | -59.5% | +5.1% | -51.7% |
| YTD | -13.0% | -63.2% | +50.2% | -7.8% |
| 1Y | -5.7% | -55.5% | +49.8% | -1.4% |
| 3Y | +297.2% | +23.0% | +274.2% | +276.3% |
| 5Y | +95.9% | -65.7% | +161.6% | +89.8% |
| All | +109.8% | -61.8% | +171.6% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling