+97.7%
MTZ vs ALM
+456.2%
-358.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +12.9% | -7.2% | +20.0% | +13.6% |
| 30D | -8.5% | -26.4% | +17.8% | -6.2% |
| 3M | -30.6% | -38.6% | +8.0% | -28.0% |
| 6M | -55.1% | -61.0% | +5.9% | -52.3% |
| YTD | -13.0% | -7.4% | -5.6% | -11.8% |
| 1Y | -4.3% | +14.0% | -18.2% | -4.0% |
| 3Y | +284.0% | +844.4% | -560.4% | +252.1% |
| 5Y | +97.7% | +410.8% | -313.1% | +87.5% |
| All | +97.7% | +456.2% | -358.6% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling