+69.4%
MTZ vs ALK
-33.9%
+103.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -4.0% |
| 7D | -10.6% | +7.1% | -17.7% | -13.5% |
| 30D | -30.4% | -3.0% | -27.4% | -30.2% |
| 3M | -40.4% | -25.6% | -14.8% | -34.4% |
| 6M | -63.7% | +0.5% | -64.2% | -64.8% |
| YTD | -26.9% | -23.1% | -3.8% | -23.0% |
| 1Y | -20.2% | -7.5% | -12.6% | -22.4% |
| 3Y | +208.1% | +15.3% | +192.8% | +150.5% |
| 5Y | +69.4% | -34.8% | +104.2% | +68.3% |
| All | +69.4% | -33.9% | +103.3% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling