+1,157.1%
CAT vs MTZ
+729.4%
+427.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | +2.9% | +2.3% | +0.7% | +2.1% |
| 30D | -2.6% | -10.3% | +7.7% | +1.2% |
| 3M | -10.7% | -31.8% | +21.2% | +1.2% |
| 6M | +16.1% | -19.2% | +35.3% | +23.6% |
| YTD | +43.2% | +10.7% | +32.5% | +35.9% |
| 1Y | +96.8% | +37.5% | +59.3% | +72.6% |
| 3Y | +201.4% | +162.4% | +39.0% | +99.7% |
| 5Y | +332.7% | +166.3% | +166.3% | +173.3% |
| 10Y | +1,157.1% | +753.2% | +403.9% | +364.7% |
| All | +1,157.1% | +729.4% | +427.8% | +364.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling