-40.4%
MTZ vs ALHC
-43.9%
+3.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.1% | +2.0% | -5.5% |
| 7D | -10.6% | -6.2% | -4.4% | -10.0% |
| 30D | -30.4% | -9.7% | -20.7% | -29.7% |
| 3M | -40.4% | -44.7% | +4.3% | -35.8% |
| All | -40.4% | -43.9% | +3.5% | -35.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling