-7.2%
MTZ vs ALHC
-54.5%
+47.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.0% |
| 7D | +16.5% | -0.8% | +17.3% | +16.5% |
| 30D | -10.2% | -9.6% | -0.6% | -9.5% |
| 3M | -34.2% | -44.5% | +10.4% | -30.5% |
| 6M | -56.0% | -59.2% | +3.2% | -52.0% |
| YTD | -14.8% | -62.0% | +47.2% | -8.9% |
| 1Y | -7.2% | -54.8% | +47.6% | -4.3% |
| All | -7.2% | -54.5% | +47.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling