+147.9%
CIEN vs MTZ
+774.9%
-627.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.3% |
| 7D | -15.2% | -1.6% | -13.6% | -14.6% |
| 30D | -21.5% | -11.1% | -10.4% | -17.8% |
| 3M | -40.1% | -36.7% | -3.4% | -29.4% |
| 6M | -6.6% | -21.9% | +15.4% | +3.1% |
| YTD | +37.3% | +9.1% | +28.1% | +34.7% |
| 1Y | +174.5% | +30.0% | +144.6% | +154.1% |
| 3Y | +562.3% | +138.5% | +423.8% | +387.1% |
| 5Y | +463.9% | +158.3% | +305.6% | +286.9% |
| 10Y | +1,302.4% | +700.8% | +601.6% | +470.5% |
| All | +147.9% | +774.9% | -627.0% | -54.7% |
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