+7,463.6%
CI vs MTZ
+3,062.5%
+4,401.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | +4.4% | -11.1% | +15.5% | +5.3% |
| 3M | +0.7% | -36.7% | +37.4% | +3.8% |
| 6M | +0.3% | -21.9% | +22.3% | +1.5% |
| YTD | +3.8% | +9.1% | -5.3% | +2.0% |
| 1Y | -5.5% | +30.0% | -35.5% | -8.6% |
| 3Y | +8.1% | +138.5% | -130.3% | -2.7% |
| 5Y | +42.8% | +158.3% | -115.5% | +26.2% |
| 10Y | +143.9% | +700.8% | -556.9% | +93.1% |
| All | +7,463.6% | +3,062.5% | +4,401.0% | +4,922.5% |
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