-0.9%
CCL vs MTZ
+162.0%
-163.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.1% |
| 7D | -4.4% | +2.3% | -6.7% | -5.4% |
| 30D | -18.2% | -10.3% | -7.9% | -14.5% |
| 3M | -17.7% | -31.8% | +14.1% | -5.8% |
| 6M | -13.0% | -19.2% | +6.2% | -9.9% |
| YTD | -24.5% | +10.7% | -35.2% | -34.4% |
| 1Y | -26.9% | +37.5% | -64.5% | -44.5% |
| 3Y | +50.8% | +162.4% | -111.6% | -24.1% |
| 5Y | -0.9% | +166.3% | -167.3% | -55.3% |
| All | -0.9% | +162.0% | -163.0% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling