+421.5%
CARR vs MTZ
+926.1%
-504.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.3% |
| 7D | -3.8% | +1.4% | -5.1% | -4.2% |
| 30D | -8.9% | -14.5% | +5.6% | -4.6% |
| 3M | -17.3% | -32.9% | +15.6% | -8.2% |
| 6M | -1.4% | -20.8% | +19.5% | +3.3% |
| YTD | +10.0% | +10.6% | -0.6% | +2.8% |
| 1Y | -6.4% | +27.1% | -33.4% | -16.7% |
| 3Y | +1.5% | +166.1% | -164.6% | -31.7% |
| 5Y | +9.3% | +170.7% | -161.4% | -29.8% |
| All | +421.5% | +926.1% | -504.6% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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