+645.6%
MTZ vs ALLE
+260.9%
+384.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -11.1% | -6.8% | -4.3% | -7.1% |
| 3M | -36.7% | +21.0% | -57.7% | -44.8% |
| 6M | -21.9% | +1.1% | -23.0% | -23.8% |
| YTD | +9.1% | -0.5% | +9.7% | +6.7% |
| 1Y | +30.0% | -7.3% | +37.2% | +32.8% |
| 3Y | +138.5% | +42.3% | +96.2% | +78.6% |
| 5Y | +158.3% | +13.5% | +144.9% | +119.4% |
| 10Y | +700.8% | +144.0% | +556.7% | +283.6% |
| All | +645.6% | +260.9% | +384.8% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling