+492.6%
MTZ vs ALM
+2,221.4%
-1,728.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.5% | +8.2% |
| 7D | -2.4% | +0.7% | -3.2% | -2.5% |
| 30D | -11.1% | -26.1% | +15.0% | -9.9% |
| 3M | -30.6% | -38.1% | +7.5% | -29.2% |
| 6M | -54.4% | -55.4% | +1.0% | -53.0% |
| YTD | -13.0% | -0.4% | -12.6% | -12.7% |
| 1Y | -5.7% | +25.4% | -31.0% | -6.0% |
| 3Y | +297.2% | +907.8% | -610.6% | +275.5% |
| 5Y | +95.9% | +440.2% | -344.3% | +86.2% |
| 10Y | +492.6% | +2,031.1% | -1,538.5% | +506.2% |
| All | +492.6% | +2,221.4% | -1,728.8% | +506.2% |
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