-10.0%
MTZ vs ALM
+12.3%
-22.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -2.8% |
| 7D | -8.7% | -6.3% | -2.4% | -7.5% |
| 30D | -15.0% | -31.4% | +16.5% | -8.6% |
| 3M | -32.6% | -40.6% | +8.0% | -26.1% |
| 6M | -56.3% | -58.6% | +2.3% | -50.5% |
| YTD | -16.8% | -7.6% | -9.2% | -13.4% |
| 1Y | -10.0% | +13.8% | -23.9% | -8.3% |
| All | -10.0% | +12.3% | -22.3% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling