+163.2%
MTZ vs ALHC
-28.9%
+192.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.4% |
| 6M | -21.9% | -28.3% | +6.3% | -20.7% |
| YTD | +9.1% | -31.4% | +40.6% | +11.1% |
| 1Y | +30.0% | -16.9% | +46.9% | +30.5% |
| 3Y | +138.5% | +135.5% | +3.0% | +116.6% |
| 5Y | +158.3% | -33.6% | +192.0% | +140.0% |
| All | +163.2% | -28.9% | +192.1% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling