+100.6%
CB vs MTZ
+90.6%
+10.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.6% | -9.0% | -0.5% |
| 7D | -1.5% | -2.4% | +0.9% | -1.5% |
| 30D | +6.5% | -11.1% | +17.6% | +6.7% |
| 3M | +4.1% | -30.6% | +34.7% | +4.7% |
| 6M | +14.4% | -54.4% | +68.8% | +16.4% |
| YTD | +17.5% | -13.0% | +30.5% | +15.4% |
| 1Y | +27.5% | -5.7% | +33.2% | +24.5% |
| 3Y | +71.6% | +297.2% | -225.6% | +42.5% |
| 5Y | +100.6% | +95.9% | +4.7% | +78.3% |
| All | +100.6% | +90.6% | +10.0% | +78.3% |
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