+492.6%
MTZ vs ALLY
+201.0%
+291.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.6% | +8.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.8% |
| 30D | -11.1% | +3.4% | -14.5% | -13.2% |
| 3M | -30.6% | -11.1% | -19.6% | -27.3% |
| 6M | -54.4% | -11.5% | -42.9% | -52.2% |
| YTD | -13.0% | -12.3% | -0.7% | -9.1% |
| 1Y | -5.7% | +1.1% | -6.8% | -8.1% |
| 3Y | +297.2% | +64.8% | +232.4% | +194.7% |
| 5Y | +95.9% | -6.9% | +102.8% | +81.5% |
| 10Y | +492.6% | +194.9% | +297.7% | +142.6% |
| All | +492.6% | +201.0% | +291.6% | +142.6% |
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