+442.2%
MTZ vs ALM
+2,040.7%
-1,598.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -4.0% |
| 7D | -8.7% | -6.3% | -2.4% | -8.4% |
| 30D | -15.0% | -31.4% | +16.5% | -13.4% |
| 3M | -32.6% | -40.6% | +8.0% | -31.0% |
| 6M | -56.3% | -58.6% | +2.3% | -54.8% |
| YTD | -16.8% | -7.6% | -9.2% | -16.2% |
| 1Y | -10.0% | +13.8% | -23.9% | -10.0% |
| 3Y | +267.1% | +842.1% | -575.0% | +247.3% |
| 5Y | +89.9% | +407.4% | -317.5% | +80.6% |
| 10Y | +442.2% | +2,079.4% | -1,637.1% | +448.4% |
| All | +442.2% | +2,040.7% | -1,598.4% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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