+442.2%
MTZ vs ALLY
+182.8%
+259.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.3% |
| 7D | -8.7% | -0.7% | -8.1% | -8.8% |
| 30D | -15.0% | +1.1% | -16.1% | -16.0% |
| 3M | -32.6% | -13.2% | -19.4% | -28.5% |
| 6M | -56.3% | -13.5% | -42.9% | -53.7% |
| YTD | -16.8% | -14.3% | -2.5% | -12.1% |
| 1Y | -10.0% | -1.1% | -8.9% | -11.4% |
| 3Y | +267.1% | +62.0% | +205.1% | +174.8% |
| 5Y | +89.9% | -9.6% | +99.5% | +78.7% |
| 10Y | +442.2% | +176.0% | +266.3% | +136.8% |
| All | +442.2% | +182.8% | +259.4% | +136.8% |
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