+2,185.6%
MTZ vs ALK
+794.3%
+1,391.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +8.8% | -24.1% | -18.4% |
| 7D | -7.4% | +12.4% | -19.8% | -11.8% |
| 30D | -23.6% | +2.1% | -25.7% | -24.9% |
| 3M | -38.3% | -23.9% | -14.4% | -33.2% |
| 6M | -60.6% | +8.2% | -68.8% | -62.7% |
| YTD | -22.9% | -20.5% | -2.4% | -20.2% |
| 1Y | -14.3% | -1.0% | -13.2% | -17.9% |
| 3Y | +225.0% | +19.2% | +205.8% | +179.9% |
| 5Y | +87.2% | -28.2% | +115.4% | +88.4% |
| 10Y | +470.1% | -39.2% | +509.3% | +461.6% |
| All | +2,185.6% | +794.3% | +1,391.3% | +634.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling