+148.1%
MTZ vs ALLY
+63.1%
+85.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | +3.7% | -5.3% | -3.3% |
| 30D | -11.1% | -2.3% | -8.8% | -10.2% |
| 3M | -36.7% | +3.8% | -40.5% | -37.8% |
| 6M | -21.9% | +9.7% | -31.7% | -25.7% |
| YTD | +9.1% | -1.4% | +10.5% | +8.9% |
| 1Y | +30.0% | +8.2% | +21.7% | +23.4% |
| All | +148.1% | +63.1% | +85.0% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling