+6,646.7%
CB vs MTZ
+18,462.7%
-11,816.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | -3.1% | -11.1% | +8.0% | -2.0% |
| 3M | +9.0% | -36.7% | +45.7% | +13.2% |
| 6M | +2.9% | -21.9% | +24.8% | +4.1% |
| YTD | +10.1% | +9.1% | +1.0% | +7.2% |
| 1Y | +22.8% | +30.0% | -7.2% | +16.9% |
| 3Y | +73.8% | +138.5% | -64.7% | +50.4% |
| 5Y | +99.2% | +158.3% | -59.2% | +68.2% |
| 10Y | +218.2% | +700.8% | -482.6% | +129.8% |
| All | +6,646.7% | +18,462.7% | -11,816.0% | +3,010.2% |
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