-5.0%
CI vs MTZ
+31.7%
-36.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +3.1% | -14.8% | +18.0% | +3.3% |
| 3M | -4.5% | -30.8% | +26.3% | -4.5% |
| 6M | +8.3% | -22.6% | +30.9% | +6.1% |
| YTD | +3.8% | +6.8% | -3.0% | -1.4% |
| 1Y | -5.0% | +22.1% | -27.1% | -4.8% |
| All | -5.0% | +31.7% | -36.7% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling