-21.9%
MTZ vs ALHC
-27.0%
+5.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -11.1% | -1.0% | -10.1% | -11.0% |
| 3M | -36.7% | -10.2% | -26.6% | -34.7% |
| 6M | -21.9% | -28.3% | +6.3% | -21.3% |
| All | -21.9% | -27.0% | +5.1% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling