+398.0%
MTZ vs ALK
-45.9%
+443.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | +5.0% | -1.2% | +6.2% | +5.5% |
| 30D | -6.0% | +7.7% | -13.7% | -9.9% |
| 3M | -36.1% | -19.0% | -17.1% | -31.4% |
| 6M | -56.9% | -0.2% | -56.7% | -58.2% |
| YTD | -15.9% | -23.5% | +7.6% | -11.0% |
| 1Y | -3.8% | -9.1% | +5.3% | -6.0% |
| 3Y | +272.3% | +12.0% | +260.2% | +209.0% |
| 5Y | +91.1% | -30.9% | +121.9% | +91.3% |
| All | +398.0% | -45.9% | +443.9% | +380.1% |
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