-89.7%
CDE vs MTZ
+3,105.5%
-3,195.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.4% | +0.7% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | +9.5% | -14.5% | +23.9% | +11.7% |
| 3M | +25.5% | -32.9% | +58.4% | +31.9% |
| 6M | -7.9% | -20.8% | +12.9% | -5.2% |
| YTD | +15.6% | +10.6% | +5.0% | +13.8% |
| 1Y | +34.0% | +27.1% | +7.0% | +29.8% |
| 3Y | +791.9% | +166.1% | +625.8% | +682.0% |
| 5Y | +197.7% | +170.7% | +27.1% | +158.3% |
| 10Y | +55.0% | +752.2% | -697.2% | +16.5% |
| All | -89.7% | +3,105.5% | -3,195.2% | -92.3% |
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