+3,134.4%
MTZ vs LUV
+4,484.9%
-1,350.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -11.1% | -18.4% | +7.3% | -5.1% |
| 3M | -36.7% | -3.2% | -33.5% | -36.1% |
| 6M | -21.9% | -14.8% | -7.1% | -18.4% |
| YTD | +9.1% | -2.9% | +12.0% | +7.9% |
| 1Y | +30.0% | +29.6% | +0.4% | +16.5% |
| 3Y | +138.5% | +35.2% | +103.2% | +105.0% |
| 5Y | +158.3% | -11.7% | +170.0% | +149.4% |
| 10Y | +700.8% | +21.6% | +679.2% | +587.0% |
| All | +3,134.4% | +4,484.9% | -1,350.5% | +1,623.4% |
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