+93.5%
MTZ vs LUV
+0.4%
+93.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.2% |
| 7D | +16.5% | +1.8% | +14.7% | +15.8% |
| 30D | -10.2% | +11.3% | -21.5% | -14.1% |
| 3M | -34.2% | +1.0% | -35.2% | -34.9% |
| 6M | -56.0% | +15.6% | -71.6% | -58.6% |
| YTD | -14.8% | +10.9% | -25.8% | -20.7% |
| 1Y | -7.2% | +38.1% | -45.3% | -20.9% |
| 3Y | +275.8% | +108.2% | +167.6% | +152.9% |
| 5Y | +93.5% | +1.7% | +91.7% | +67.2% |
| All | +93.5% | +0.4% | +93.1% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling