+258.1%
MTZ vs ALHC
+21.9%
+236.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.4% | +9.8% |
| 7D | -6.4% | +1.0% | -7.4% | -6.7% |
| 30D | -22.1% | -14.2% | -7.9% | -21.2% |
| 3M | -32.7% | -45.1% | +12.5% | -29.0% |
| 6M | -59.8% | -59.5% | -0.3% | -56.6% |
| YTD | -19.9% | -62.8% | +42.9% | -13.3% |
| 1Y | -11.5% | -55.5% | +44.0% | -6.1% |
| 3Y | +258.1% | +25.7% | +232.4% | +205.6% |
| All | +258.1% | +21.9% | +236.2% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling