-10.0%
MTZ vs ALK
-5.3%
-4.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.3% |
| 7D | -8.7% | +12.9% | -21.7% | -11.2% |
| 30D | -15.0% | +5.5% | -20.5% | -15.9% |
| 3M | -32.6% | -12.1% | -20.5% | -30.4% |
| 6M | -56.3% | +1.7% | -58.1% | -56.8% |
| YTD | -16.8% | -17.4% | +0.6% | -16.3% |
| 1Y | -10.0% | -1.9% | -8.1% | -13.8% |
| All | -10.0% | -5.3% | -4.8% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling