+444.4%
MTZ vs ALLY
+182.4%
+262.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +3.9% |
| 7D | +12.9% | -2.8% | +15.6% | +14.4% |
| 30D | -8.5% | +1.9% | -10.4% | -9.9% |
| 3M | -30.6% | -12.1% | -18.5% | -26.8% |
| 6M | -55.1% | -9.0% | -46.1% | -53.5% |
| YTD | -13.0% | -12.9% | 0.0% | -8.7% |
| 1Y | -4.3% | -0.1% | -4.2% | -6.1% |
| 3Y | +284.0% | +64.6% | +219.5% | +185.5% |
| 5Y | +97.7% | -10.1% | +107.7% | +86.9% |
| 10Y | +444.4% | +176.7% | +267.7% | +142.8% |
| All | +444.4% | +182.4% | +262.0% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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