+168.3%
MTZ vs LUV
+39.7%
+128.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +4.6% |
| 7D | +3.6% | +3.1% | +0.4% | +2.4% |
| 30D | -9.6% | -17.4% | +7.8% | -3.6% |
| 3M | -31.9% | -4.9% | -27.1% | -30.7% |
| 6M | -13.8% | -5.7% | -8.1% | -12.6% |
| YTD | +13.3% | -5.2% | +18.4% | +12.5% |
| 1Y | +39.3% | +24.1% | +15.2% | +23.9% |
| 3Y | +168.3% | +39.6% | +128.7% | +102.9% |
| All | +168.3% | +39.7% | +128.6% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 3y: compounded portfolio wealth divided by compounded LUV 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…
3y analysis · Full analysis span regression · 6 months rolling