+2,392.5%
MTZ vs LUV
+5,100.5%
-2,708.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.0% |
| 7D | +5.0% | +1.1% | +3.9% | +4.7% |
| 30D | -6.0% | +14.2% | -20.2% | -10.6% |
| 3M | -36.1% | +0.6% | -36.7% | -36.8% |
| 6M | -56.9% | +15.1% | -71.9% | -59.2% |
| YTD | -15.9% | +10.2% | -26.1% | -20.8% |
| 1Y | -3.8% | +38.4% | -42.3% | -16.0% |
| 3Y | +272.3% | +107.5% | +164.8% | +176.1% |
| 5Y | +91.1% | +1.1% | +90.0% | +75.5% |
| 10Y | +426.0% | +16.0% | +409.9% | +352.1% |
| All | +2,392.5% | +5,100.5% | -2,708.1% | +1,165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling