+134.5%
CCL vs MTZ
+275.7%
-141.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.6% |
| 7D | -0.3% | +16.5% | -16.8% | -5.6% |
| 30D | +10.3% | -10.2% | +20.5% | +13.0% |
| 3M | +6.6% | -34.2% | +40.7% | +21.7% |
| 6M | +20.0% | -56.0% | +76.0% | +56.7% |
| YTD | -1.9% | -14.8% | +13.0% | -6.9% |
| 1Y | +10.4% | -7.2% | +17.7% | +0.3% |
| All | +134.5% | +275.7% | -141.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling