+501.4%
MTZ vs ALK
-41.7%
+543.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.9% | +9.3% |
| 7D | -6.4% | +9.0% | -15.5% | -10.5% |
| 30D | -22.1% | -1.6% | -20.4% | -22.4% |
| 3M | -32.7% | -23.2% | -9.5% | -26.1% |
| 6M | -59.8% | -3.9% | -55.9% | -60.5% |
| YTD | -19.9% | -22.6% | +2.7% | -15.7% |
| 1Y | -11.5% | -5.3% | -6.1% | -15.0% |
| 3Y | +258.1% | +18.6% | +239.5% | +189.3% |
| 5Y | +85.5% | -34.4% | +119.9% | +90.1% |
| All | +501.4% | -41.7% | +543.1% | +464.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling