+2,424.1%
MTZ vs LUV
+5,134.1%
-2,710.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.3% |
| 7D | +16.5% | +1.8% | +14.7% | +15.9% |
| 30D | -10.2% | +11.3% | -21.5% | -13.8% |
| 3M | -34.2% | +1.0% | -35.2% | -34.9% |
| 6M | -56.0% | +15.6% | -71.6% | -58.4% |
| YTD | -14.8% | +10.9% | -25.8% | -19.9% |
| 1Y | -7.2% | +38.1% | -45.3% | -18.9% |
| 3Y | +275.8% | +108.2% | +167.6% | +178.4% |
| 5Y | +93.5% | +1.7% | +91.7% | +77.3% |
| 10Y | +432.7% | +16.8% | +415.9% | +356.8% |
| All | +2,424.1% | +5,134.1% | -2,710.0% | +1,178.4% |
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