+74.8%
MTZ vs ALM
+396.4%
-321.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.1% | +7.4% | +9.4% |
| 7D | -6.4% | -6.7% | +0.2% | -5.9% |
| 30D | -22.1% | -32.9% | +10.8% | -19.5% |
| 3M | -32.7% | -39.5% | +6.8% | -30.1% |
| 6M | -59.8% | -62.0% | +2.2% | -57.3% |
| YTD | -19.9% | -7.8% | -12.1% | -18.8% |
| 1Y | -11.5% | +26.7% | -38.1% | -11.7% |
| 3Y | +258.1% | +825.4% | -567.3% | +228.1% |
| All | +74.8% | +396.4% | -321.6% | +65.3% |
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 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