+19,095.1%
CAT vs MTZ
+2,422.4%
+16,672.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +2.2% |
| 7D | +1.7% | +12.9% | -11.1% | -0.2% |
| 30D | -24.6% | -8.5% | -16.0% | -23.6% |
| 3M | -28.5% | -30.6% | +2.1% | -24.6% |
| 6M | -34.8% | -55.1% | +20.3% | -26.9% |
| YTD | +5.9% | -13.0% | +18.9% | +7.6% |
| 1Y | +6.8% | -4.3% | +11.1% | +7.0% |
| 3Y | +161.1% | +284.0% | -123.0% | +111.3% |
| 5Y | +213.4% | +97.7% | +115.8% | +174.4% |
| 10Y | +700.3% | +444.4% | +255.9% | +499.9% |
| All | +19,095.1% | +2,422.4% | +16,672.7% | +9,934.0% |
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