+501.4%
MTZ vs ALLE
+222.4%
+278.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.5% | +10.1% |
| 7D | -6.4% | -0.6% | -5.9% | -6.3% |
| 30D | -22.1% | +25.3% | -47.4% | -32.8% |
| 3M | -32.7% | +10.3% | -43.0% | -37.4% |
| 6M | -59.8% | +38.0% | -97.9% | -68.0% |
| YTD | -19.9% | +17.8% | -37.7% | -30.1% |
| 1Y | -11.5% | +13.6% | -25.1% | -21.0% |
| 3Y | +258.1% | +89.2% | +168.9% | +121.8% |
| 5Y | +85.5% | +51.1% | +34.5% | +30.0% |
| All | +501.4% | +222.4% | +278.9% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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