+807.8%
CCL vs MTZ
+3,062.5%
-2,254.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -5.0% | -1.6% | -3.5% | -4.8% |
| 30D | -20.3% | -11.1% | -9.3% | -18.9% |
| 3M | -15.1% | -36.7% | +21.6% | -9.5% |
| 6M | -15.1% | -21.9% | +6.8% | -12.7% |
| YTD | -21.8% | +9.1% | -30.9% | -24.0% |
| 1Y | -24.8% | +30.0% | -54.7% | -29.3% |
| 3Y | +51.9% | +138.5% | -86.6% | +28.5% |
| 5Y | +4.0% | +158.3% | -154.3% | -12.9% |
| 10Y | -42.2% | +700.8% | -743.0% | -57.6% |
| All | +807.8% | +3,062.5% | -2,254.8% | +435.7% |
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 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