-34.0%
CCL vs MTZ
+420.7%
-454.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | -1.2% | +5.0% | -6.2% | -3.9% |
| 30D | +13.1% | -6.0% | +19.1% | +14.1% |
| 3M | +3.4% | -36.1% | +39.5% | +27.3% |
| 6M | +18.7% | -56.9% | +75.6% | +73.2% |
| YTD | -2.3% | -15.9% | +13.7% | -5.2% |
| 1Y | +14.2% | -3.8% | +18.0% | +1.7% |
| 3Y | +133.6% | +272.3% | -138.7% | -16.1% |
| 5Y | +33.5% | +91.1% | -57.6% | -31.3% |
| All | -34.0% | +420.7% | -454.8% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling