+442.2%
MTZ vs ALLE
+217.2%
+225.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -8.7% | +0.1% | -8.8% | -8.8% |
| 30D | -15.0% | +25.9% | -40.9% | -26.7% |
| 3M | -32.6% | +14.9% | -47.5% | -38.8% |
| 6M | -56.3% | +42.1% | -98.5% | -65.7% |
| YTD | -16.8% | +20.4% | -37.2% | -28.2% |
| 1Y | -10.0% | +14.9% | -24.9% | -20.0% |
| 3Y | +267.1% | +90.1% | +177.0% | +127.8% |
| 5Y | +89.9% | +53.0% | +36.9% | +32.7% |
| 10Y | +442.2% | +208.8% | +233.4% | +140.2% |
| All | +442.2% | +217.2% | +225.0% | +140.2% |
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