+42.7%
CI vs MTZ
+162.0%
-119.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +0.9% |
| 7D | -1.1% | +2.3% | -3.4% | -1.2% |
| 30D | +0.5% | -10.3% | +10.8% | +0.8% |
| 3M | -5.2% | -31.8% | +26.7% | -4.2% |
| 6M | +4.3% | -19.2% | +23.5% | +4.4% |
| YTD | +2.8% | +10.7% | -7.9% | +1.4% |
| 1Y | -5.8% | +37.5% | -43.3% | -7.9% |
| 3Y | +4.7% | +162.4% | -157.6% | -1.9% |
| 5Y | +42.7% | +166.3% | -123.6% | +28.3% |
| All | +42.7% | +162.0% | -119.4% | +28.3% |
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