+97.4%
CB vs MTZ
+165.9%
-68.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -1.5% |
| 7D | -0.6% | +3.6% | -4.2% | -0.7% |
| 30D | -3.9% | -9.6% | +5.7% | -3.7% |
| 3M | +4.9% | -31.9% | +36.8% | +5.8% |
| 6M | +3.3% | -13.8% | +17.1% | +2.6% |
| YTD | +8.5% | +13.3% | -4.7% | +6.0% |
| 1Y | +22.1% | +39.3% | -17.2% | +17.3% |
| 3Y | +70.1% | +168.3% | -98.2% | +53.8% |
| 5Y | +97.4% | +166.4% | -69.0% | +71.1% |
| All | +97.4% | +165.9% | -68.5% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling