-4.3%
MTZ vs ALLY
+0.1%
-4.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.2% |
| 7D | +12.9% | -2.8% | +15.6% | +13.7% |
| 30D | -8.5% | +1.9% | -10.4% | -9.5% |
| 3M | -30.6% | -12.1% | -18.5% | -27.4% |
| 6M | -55.1% | -9.0% | -46.1% | -53.6% |
| YTD | -13.0% | -12.9% | 0.0% | -7.5% |
| 1Y | -4.3% | -0.1% | -4.2% | -7.3% |
| All | -4.3% | +0.1% | -4.4% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling