+7,875.7%
CI vs MTZ
+2,368.0%
+5,507.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.5% |
| 7D | -1.7% | +16.5% | -18.2% | -3.0% |
| 30D | +4.9% | -10.2% | +15.1% | +5.4% |
| 3M | +7.4% | -34.2% | +41.5% | +10.5% |
| 6M | +0.4% | -56.0% | +56.3% | +6.1% |
| YTD | +9.5% | -14.8% | +24.3% | +9.2% |
| 1Y | +12.0% | -7.2% | +19.2% | +10.8% |
| 3Y | +7.1% | +275.8% | -268.7% | -7.6% |
| 5Y | +49.3% | +93.5% | -44.2% | +34.4% |
| 10Y | +146.6% | +432.7% | -286.0% | +100.5% |
| All | +7,875.7% | +2,368.0% | +5,507.7% | +5,276.9% |
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