+69.4%
MTZ vs ALLE
+51.8%
+17.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -3.9% |
| 7D | -10.6% | 0.0% | -10.7% | -10.7% |
| 30D | -30.4% | +20.6% | -51.0% | -36.6% |
| 3M | -40.4% | +11.4% | -51.8% | -43.7% |
| 6M | -63.7% | +42.5% | -106.2% | -70.0% |
| YTD | -26.9% | +18.9% | -45.8% | -34.0% |
| 1Y | -20.2% | +14.2% | -34.3% | -26.3% |
| 3Y | +208.1% | +90.7% | +117.5% | +107.9% |
| 5Y | +69.4% | +52.5% | +16.9% | +24.3% |
| All | +69.4% | +51.8% | +17.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling