+2.9%
CB vs MTZ
-21.9%
+24.8%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -1.7% |
| 7D | +0.5% | -1.6% | +2.1% | +0.3% |
| 30D | -3.1% | -11.1% | +8.0% | -4.2% |
| 3M | +9.0% | -36.7% | +45.7% | +4.3% |
| 6M | +2.9% | -21.9% | +24.8% | -0.9% |
| All | +2.9% | -21.9% | +24.8% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling