+7,212.2%
CB vs MTZ
+14,052.7%
-6,840.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +2.0% |
| 7D | +0.7% | -8.7% | +9.4% | +1.3% |
| 30D | +8.2% | -15.0% | +23.1% | +9.6% |
| 3M | +6.3% | -32.6% | +38.9% | +10.0% |
| 6M | +16.2% | -56.3% | +72.5% | +24.8% |
| YTD | +19.3% | -16.8% | +36.1% | +18.8% |
| 1Y | +29.2% | -10.0% | +39.3% | +27.4% |
| 3Y | +71.4% | +267.1% | -195.7% | +40.6% |
| 5Y | +104.2% | +89.9% | +14.4% | +77.4% |
| 10Y | +246.7% | +442.2% | -195.6% | +159.5% |
| All | +7,212.2% | +14,052.7% | -6,840.5% | +3,348.3% |
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 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