+74.8%
MTZ vs ALLY
-9.5%
+84.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.2% |
| 7D | -6.4% | +0.9% | -7.4% | -7.1% |
| 30D | -22.1% | +3.1% | -25.1% | -23.5% |
| 3M | -32.7% | -12.6% | -20.1% | -29.6% |
| 6M | -59.8% | -12.4% | -47.4% | -58.0% |
| YTD | -19.9% | -13.2% | -6.8% | -16.5% |
| 1Y | -11.5% | +1.8% | -13.3% | -13.5% |
| 3Y | +258.1% | +58.0% | +200.1% | +191.8% |
| All | +74.8% | -9.5% | +84.3% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling