+697.8%
MTZ vs ALK
-34.2%
+732.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -11.1% | -19.2% | +8.1% | -3.3% |
| 3M | -36.7% | -1.5% | -35.2% | -37.2% |
| 6M | -21.9% | -13.1% | -8.9% | -19.9% |
| YTD | +9.1% | -16.4% | +25.5% | +12.7% |
| 1Y | +30.0% | -33.1% | +63.0% | +46.4% |
| 3Y | +138.5% | +0.6% | +137.8% | +112.0% |
| 5Y | +158.3% | -26.4% | +184.7% | +154.5% |
| All | +697.8% | -34.2% | +732.0% | +616.9% |
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