+396.1%
MTZ vs ALM
+3,431.9%
-3,035.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.4% | -5.1% |
| 7D | -10.6% | -14.5% | +3.9% | -10.6% |
| 30D | -30.4% | -39.0% | +8.7% | -30.2% |
| 3M | -40.4% | -40.3% | -0.1% | -40.3% |
| 6M | -63.7% | -60.3% | -3.4% | -63.6% |
| YTD | -26.9% | -9.8% | -17.1% | -26.8% |
| 1Y | -20.2% | +30.8% | -50.9% | -20.2% |
| 3Y | +208.1% | +772.4% | -564.3% | +206.8% |
| 5Y | +69.4% | +390.7% | -321.4% | +68.7% |
| 10Y | +440.6% | +2,028.5% | -1,587.9% | +437.2% |
| All | +396.1% | +3,431.9% | -3,035.8% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling