+501.4%
MTZ vs ALLY
+189.4%
+312.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.3% |
| 7D | -6.4% | +0.9% | -7.4% | -7.3% |
| 30D | -22.1% | +3.1% | -25.1% | -23.8% |
| 3M | -32.7% | -12.6% | -20.1% | -28.9% |
| 6M | -59.8% | -12.4% | -47.4% | -57.7% |
| YTD | -19.9% | -13.2% | -6.8% | -16.0% |
| 1Y | -11.5% | +1.8% | -13.3% | -14.1% |
| 3Y | +258.1% | +58.0% | +200.1% | +170.9% |
| 5Y | +85.5% | -8.4% | +94.0% | +73.3% |
| All | +501.4% | +189.4% | +312.0% | +145.8% |
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