+102.8%
MTZ vs ALHC
-61.4%
+164.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | -6.0% | -10.6% | +4.6% | -5.5% |
| 3M | -36.1% | -45.3% | +9.2% | -33.6% |
| 6M | -56.9% | -59.7% | +2.8% | -54.3% |
| YTD | -15.9% | -62.7% | +46.8% | -10.9% |
| 1Y | -3.8% | -56.1% | +52.3% | +0.6% |
| 3Y | +272.3% | +21.3% | +251.0% | +252.8% |
| 5Y | +91.1% | -66.0% | +157.0% | +84.9% |
| All | +102.8% | -61.4% | +164.2% | +87.5% |
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