+640.3%
MTZ vs ALM
+7,705.7%
-7,065.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.1% |
| 7D | -1.6% | -2.6% | +1.0% | -1.6% |
| 30D | -11.1% | +32.0% | -43.1% | -11.2% |
| 3M | -36.7% | -15.0% | -21.7% | -36.7% |
| 6M | -21.9% | -10.1% | -11.8% | -22.0% |
| YTD | +9.1% | +99.4% | -90.3% | +8.9% |
| 1Y | +30.0% | +316.4% | -286.4% | +29.4% |
| 3Y | +138.5% | +2,022.0% | -1,883.5% | +136.6% |
| 5Y | +158.3% | +941.2% | -782.8% | +156.5% |
| 10Y | +700.8% | +2,950.3% | -2,249.6% | +693.7% |
| All | +640.3% | +7,705.7% | -7,065.5% | +628.1% |
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