+7,131.2%
CB vs MTZ
+13,525.2%
-6,394.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.5% | -11.3% | -2.8% |
| 7D | +0.2% | -6.4% | +6.7% | +0.7% |
| 30D | +9.1% | -22.1% | +31.1% | +11.5% |
| 3M | +3.4% | -32.7% | +36.1% | +7.1% |
| 6M | +14.1% | -59.8% | +73.9% | +23.7% |
| YTD | +18.0% | -19.9% | +37.9% | +18.1% |
| 1Y | +30.1% | -11.5% | +41.6% | +28.6% |
| 3Y | +71.8% | +258.1% | -186.3% | +41.3% |
| 5Y | +101.8% | +85.5% | +16.3% | +75.7% |
| 10Y | +252.1% | +492.2% | -240.0% | +161.3% |
| All | +7,131.2% | +13,525.2% | -6,394.0% | +3,325.9% |
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 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