+74.8%
MTZ vs ALK
-34.8%
+109.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.9% | +9.3% |
| 7D | -6.4% | +9.0% | -15.5% | -10.0% |
| 30D | -22.1% | -1.6% | -20.4% | -22.3% |
| 3M | -32.7% | -23.2% | -9.5% | -26.7% |
| 6M | -59.8% | -3.9% | -55.9% | -60.4% |
| YTD | -19.9% | -22.6% | +2.7% | -15.9% |
| 1Y | -11.5% | -5.3% | -6.1% | -14.7% |
| 3Y | +258.1% | +18.6% | +239.5% | +187.1% |
| All | +74.8% | -34.8% | +109.6% | +72.8% |
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 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