-11.5%
MTZ vs ALLE
+13.1%
-24.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.5% | +9.6% |
| 7D | -6.4% | -0.6% | -5.9% | -6.4% |
| 30D | -22.1% | +25.3% | -47.4% | -24.0% |
| 3M | -32.7% | +10.3% | -43.0% | -32.8% |
| 6M | -59.8% | +38.0% | -97.9% | -61.8% |
| YTD | -19.9% | +17.8% | -37.7% | -20.2% |
| 1Y | -11.5% | +13.6% | -25.1% | -9.8% |
| All | -11.5% | +13.1% | -24.6% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling